+565.2%
LYV vs QSR
+205.8%
+359.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -1.9% | -4.0% | +2.1% | +0.3% |
| 30D | -8.2% | +2.8% | -10.9% | -9.6% |
| 3M | -1.3% | +5.1% | -6.4% | -4.3% |
| 6M | +2.6% | +8.8% | -6.2% | -3.2% |
| YTD | +19.4% | +14.8% | +4.6% | +8.6% |
| 1Y | -2.2% | +25.7% | -28.0% | -16.0% |
| 3Y | +106.0% | +27.5% | +78.5% | +69.9% |
| 5Y | +97.7% | +41.3% | +56.4% | +52.0% |
| 10Y | +560.5% | +133.8% | +426.7% | +280.3% |
| All | +565.2% | +205.8% | +359.4% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 all: compounded portfolio wealth divided by compounded QSR 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…
all analysis · Full analysis span regression · 6 months rolling