+90.9%
LYV vs QS
-74.9%
+165.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -1.9% | -3.6% | +1.7% | -1.6% |
| 30D | -8.2% | -17.2% | +9.1% | -6.5% |
| 3M | -1.3% | -27.0% | +25.7% | +1.3% |
| 6M | +2.6% | -24.6% | +27.2% | +4.3% |
| YTD | +19.4% | -49.3% | +68.7% | +25.9% |
| 1Y | -2.2% | -40.3% | +38.1% | -1.3% |
| 3Y | +106.0% | -23.8% | +129.9% | +83.3% |
| All | +90.9% | -74.9% | +165.8% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling