-2.2%
LYV vs TEVA
+89.1%
-91.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | +0.1% |
| 7D | -1.9% | +2.0% | -3.9% | -1.8% |
| 30D | -8.2% | +1.0% | -9.1% | -8.1% |
| 3M | -1.3% | +7.3% | -8.6% | -1.0% |
| 6M | +2.6% | +21.7% | -19.1% | +4.0% |
| YTD | +19.4% | +18.8% | +0.6% | +20.5% |
| 1Y | -2.2% | +86.5% | -88.7% | +13.8% |
| All | -2.2% | +89.1% | -91.4% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling