+549.4%
LYV vs TDY
+479.2%
+70.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.8% |
| 7D | -1.9% | -1.1% | -0.8% | -1.2% |
| 30D | -8.2% | -12.0% | +3.9% | -0.3% |
| 3M | -1.3% | -3.2% | +1.9% | +0.1% |
| 6M | +2.6% | -7.9% | +10.5% | +7.3% |
| YTD | +19.4% | +18.2% | +1.2% | +4.2% |
| 1Y | -2.2% | +6.7% | -8.9% | -8.8% |
| 3Y | +106.0% | +47.5% | +58.5% | +49.6% |
| 5Y | +97.7% | +39.5% | +58.2% | +47.3% |
| All | +549.4% | +479.2% | +70.2% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling