+94.3%
LYV vs S
-57.1%
+151.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.9% | -0.7% | -1.3% | -1.8% |
| 30D | -8.2% | -11.4% | +3.2% | -6.5% |
| 3M | -1.3% | +33.8% | -35.1% | -7.5% |
| 6M | +2.6% | +39.5% | -36.9% | -5.6% |
| YTD | +19.4% | +31.7% | -12.3% | +10.7% |
| 1Y | -2.2% | +7.0% | -9.2% | -6.0% |
| 3Y | +106.0% | +11.8% | +94.3% | +88.8% |
| 5Y | +97.7% | -69.0% | +166.7% | +95.7% |
| All | +94.3% | -57.1% | +151.3% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling