+549.4%
LYV vs TEVA
-22.9%
+572.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | -1.9% | +2.0% | -3.9% | -2.3% |
| 30D | -8.2% | +1.0% | -9.1% | -8.4% |
| 3M | -1.3% | +7.3% | -8.6% | -3.0% |
| 6M | +2.6% | +21.7% | -19.1% | -2.1% |
| YTD | +19.4% | +18.8% | +0.6% | +14.3% |
| 1Y | -2.2% | +86.5% | -88.7% | -15.9% |
| 3Y | +106.0% | +269.4% | -163.4% | +44.8% |
| 5Y | +97.7% | +303.6% | -205.9% | +31.5% |
| All | +549.4% | -22.9% | +572.3% | +371.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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