+1,467.6%
LYV vs SPG
+581.6%
+886.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -4.2% | -2.2% | -2.0% | -3.0% |
| 30D | -7.2% | -5.8% | -1.5% | -4.0% |
| 3M | +1.5% | -2.8% | +4.3% | +3.0% |
| 6M | +2.7% | +8.9% | -6.1% | -2.7% |
| YTD | +19.4% | +14.3% | +5.1% | +9.6% |
| 1Y | -0.5% | +19.5% | -20.0% | -11.0% |
| 3Y | +110.1% | +106.9% | +3.3% | +33.9% |
| 5Y | +97.6% | +108.7% | -11.1% | +23.4% |
| 10Y | +560.2% | +63.8% | +496.4% | +309.9% |
| All | +1,467.6% | +581.6% | +886.0% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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