+90.9%
LYV vs TAP
-0.1%
+91.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.2% |
| 7D | -1.9% | -3.9% | +1.9% | -1.2% |
| 30D | -8.2% | -5.3% | -2.9% | -7.3% |
| 3M | -1.3% | -3.8% | +2.5% | -0.7% |
| 6M | +2.6% | -11.4% | +14.0% | +4.7% |
| YTD | +19.4% | -13.7% | +33.1% | +22.1% |
| 1Y | -2.2% | -17.2% | +14.9% | +0.8% |
| 3Y | +106.0% | -33.1% | +139.1% | +122.0% |
| All | +90.9% | -0.1% | +91.1% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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