+549.4%
LYV vs TECH
+189.9%
+359.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -8.2% | 0.0% | -8.1% | -8.2% |
| 3M | -1.3% | +33.7% | -34.9% | -10.6% |
| 6M | +2.6% | +34.9% | -32.3% | -9.3% |
| YTD | +19.4% | +23.2% | -3.8% | +8.0% |
| 1Y | -2.2% | +36.3% | -38.6% | -15.8% |
| 3Y | +106.0% | +2.3% | +103.8% | +87.0% |
| 5Y | +97.7% | -42.9% | +140.6% | +125.6% |
| All | +549.4% | +189.9% | +359.5% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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