+1,468.2%
LYV vs TD
+931.9%
+536.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.6% |
| 7D | -1.9% | -0.5% | -1.4% | -1.5% |
| 30D | -8.2% | -1.9% | -6.3% | -6.8% |
| 3M | -1.3% | +4.8% | -6.0% | -6.0% |
| 6M | +2.6% | +28.0% | -25.4% | -18.3% |
| YTD | +19.4% | +30.3% | -10.9% | -6.8% |
| 1Y | -2.2% | +59.8% | -62.0% | -36.6% |
| 3Y | +106.0% | +124.7% | -18.7% | -4.8% |
| 5Y | +97.7% | +127.0% | -29.3% | -12.0% |
| 10Y | +560.5% | +303.2% | +257.3% | +70.9% |
| All | +1,468.2% | +931.9% | +536.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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