+6.5%
LYV vs TCOM
-42.5%
+48.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.2% |
| 7D | -4.5% | -9.5% | +5.0% | -3.6% |
| 30D | -5.5% | -10.7% | +5.3% | -4.5% |
| 3M | +7.8% | -14.6% | +22.4% | +9.4% |
| 6M | +9.4% | -19.3% | +28.7% | +11.7% |
| YTD | +21.8% | -42.9% | +64.7% | +26.5% |
| 1Y | +6.5% | -43.8% | +50.2% | +10.6% |
| All | +6.5% | -42.5% | +48.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling