+549.4%
LYV vs TNA
+86.1%
+463.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.3% |
| 7D | -1.9% | -7.3% | +5.3% | +0.5% |
| 30D | -8.2% | -14.2% | +6.0% | -3.6% |
| 3M | -1.3% | -4.6% | +3.3% | -0.5% |
| 6M | +2.6% | +36.9% | -34.3% | -9.7% |
| YTD | +19.4% | +42.5% | -23.1% | +2.4% |
| 1Y | -2.2% | +45.8% | -48.0% | -18.5% |
| 3Y | +106.0% | +104.7% | +1.4% | +33.2% |
| 5Y | +97.7% | -21.7% | +119.4% | +60.3% |
| All | +549.4% | +86.1% | +463.3% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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