+107.6%
LYV vs TSLQ
-97.2%
+204.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | -0.1% |
| 7D | -1.9% | -6.6% | +4.7% | -2.5% |
| 30D | -8.2% | -24.3% | +16.1% | -10.2% |
| 3M | -1.3% | -3.6% | +2.3% | -0.3% |
| 6M | +2.6% | -12.0% | +14.6% | +3.7% |
| YTD | +19.4% | +1.4% | +18.0% | +23.1% |
| 1Y | -2.2% | -43.6% | +41.3% | -4.5% |
| 3Y | +106.0% | -95.4% | +201.4% | +77.2% |
| All | +107.6% | -97.2% | +204.8% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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