+105.4%
LYV vs TLN
+574.4%
-469.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.9% | -1.3% | -0.6% | -1.8% |
| 30D | -8.2% | -14.3% | +6.1% | -6.7% |
| 3M | -1.3% | -9.3% | +8.0% | -0.8% |
| 6M | +2.6% | -1.1% | +3.7% | +1.7% |
| YTD | +19.4% | -16.6% | +36.0% | +20.1% |
| 1Y | -2.2% | -22.0% | +19.7% | -1.3% |
| 3Y | +106.0% | +470.2% | -364.1% | +64.2% |
| All | +105.4% | +574.4% | -469.0% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling