+1,468.2%
LYV vs TRMB
+582.4%
+885.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.7% |
| 7D | -1.9% | -3.0% | +1.1% | -0.4% |
| 30D | -8.2% | +2.3% | -10.5% | -9.5% |
| 3M | -1.3% | +15.3% | -16.6% | -8.9% |
| 6M | +2.6% | -14.7% | +17.3% | +9.5% |
| YTD | +19.4% | -26.4% | +45.8% | +36.7% |
| 1Y | -2.2% | -30.4% | +28.2% | +14.2% |
| 3Y | +106.0% | +13.5% | +92.5% | +79.5% |
| 5Y | +97.7% | -38.6% | +136.2% | +132.7% |
| 10Y | +560.5% | +121.8% | +438.8% | +280.2% |
| All | +1,468.2% | +582.4% | +885.8% | +433.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 all: compounded portfolio wealth divided by compounded TRMB 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…
all analysis · Full analysis span regression · 6 months rolling