+1,467.6%
LYV vs TECH
+502.1%
+965.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -7.2% | 0.0% | -7.2% | -7.2% |
| 3M | +1.5% | +37.4% | -35.9% | -12.9% |
| 6M | +2.7% | +36.9% | -34.1% | -14.5% |
| YTD | +19.4% | +23.1% | -3.7% | +3.2% |
| 1Y | -0.5% | +42.2% | -42.7% | -21.2% |
| 3Y | +110.1% | +1.9% | +108.2% | +80.8% |
| 5Y | +97.6% | -42.9% | +140.5% | +126.8% |
| 10Y | +560.2% | +188.2% | +372.0% | +142.1% |
| All | +1,467.6% | +502.1% | +965.4% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling