-2.2%
LYV vs TLN
-23.3%
+21.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.9% |
| 30D | -8.2% | -14.3% | +6.1% | -7.5% |
| 3M | -1.3% | -9.3% | +8.0% | -1.1% |
| 6M | +2.6% | -1.1% | +3.7% | +2.6% |
| YTD | +19.4% | -16.6% | +36.0% | +19.1% |
| 1Y | -2.2% | -22.0% | +19.7% | -2.1% |
| All | -2.2% | -23.3% | +21.1% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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