+1,468.2%
LYV vs TDY
+2,040.3%
-572.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | -1.3% | -3.2% | +1.9% | +0.3% |
| 6M | +2.6% | -7.9% | +10.5% | +7.6% |
| YTD | +19.4% | +18.2% | +1.2% | +3.2% |
| 1Y | -2.2% | +6.7% | -8.9% | -9.3% |
| 3Y | +106.0% | +47.5% | +58.5% | +46.8% |
| 5Y | +97.7% | +39.5% | +58.2% | +44.4% |
| 10Y | +560.5% | +477.2% | +83.3% | +61.2% |
| All | +1,468.2% | +2,040.3% | -572.1% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling