+34.5%
LYV vs TKO
+2.8%
+31.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.5% |
| 7D | +1.9% | +5.8% | -3.9% | +0.5% |
| 30D | +5.5% | +7.2% | -1.7% | +3.7% |
| 3M | -1.2% | +3.7% | -5.0% | -2.2% |
| 6M | +15.3% | +2.0% | +13.3% | +14.2% |
| YTD | +27.2% | -8.4% | +35.6% | +27.9% |
| 1Y | +34.5% | +2.6% | +31.9% | +34.3% |
| All | +34.5% | +2.8% | +31.7% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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