+1,466.7%
LYV vs TAP
+95.1%
+1,371.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | -5.3% | -5.1% | -0.3% | -3.2% |
| 30D | -7.9% | -8.4% | +0.5% | -4.4% |
| 3M | +4.5% | -3.9% | +8.4% | +5.8% |
| 6M | +2.5% | -14.4% | +16.9% | +8.6% |
| YTD | +19.3% | -14.7% | +34.0% | +25.9% |
| 1Y | -0.2% | -18.7% | +18.5% | +6.8% |
| 3Y | +110.0% | -32.6% | +142.7% | +138.6% |
| 5Y | +96.8% | -1.4% | +98.2% | +78.7% |
| 10Y | +559.9% | -50.4% | +610.3% | +679.1% |
| All | +1,466.7% | +95.1% | +1,371.6% | +774.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling