+106.0%
LYV vs TXT
+7.0%
+99.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.7% |
| 7D | -1.9% | +2.5% | -4.4% | -2.7% |
| 30D | -8.2% | -8.9% | +0.7% | -5.4% |
| 3M | -1.3% | -13.6% | +12.3% | +3.2% |
| 6M | +2.6% | -13.1% | +15.7% | +6.9% |
| YTD | +19.4% | -7.0% | +26.4% | +20.8% |
| 1Y | -2.2% | -1.4% | -0.9% | -3.5% |
| 3Y | +106.0% | +7.0% | +99.1% | +92.2% |
| All | +106.0% | +7.0% | +99.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling