+94.2%
LYV vs S
-56.9%
+151.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.3% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -7.2% | -11.8% | +4.6% | -5.4% |
| 3M | +1.5% | +33.9% | -32.4% | -4.8% |
| 6M | +2.7% | +40.1% | -37.4% | -5.5% |
| YTD | +19.4% | +32.1% | -12.7% | +10.6% |
| 1Y | -0.5% | +11.0% | -11.5% | -5.0% |
| 3Y | +110.1% | +16.9% | +93.2% | +90.8% |
| 5Y | +97.6% | -68.9% | +166.5% | +95.5% |
| All | +94.2% | -56.9% | +151.1% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling