+90.9%
LYV vs TXT
+14.1%
+76.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.1% |
| 7D | -1.9% | +2.5% | -4.4% | -3.1% |
| 30D | -8.2% | -8.9% | +0.7% | -4.1% |
| 3M | -1.3% | -13.6% | +12.3% | +5.2% |
| 6M | +2.6% | -13.1% | +15.7% | +8.8% |
| YTD | +19.4% | -7.0% | +26.4% | +21.4% |
| 1Y | -2.2% | -1.4% | -0.9% | -4.1% |
| 3Y | +106.0% | +7.0% | +99.1% | +85.0% |
| All | +90.9% | +14.1% | +76.8% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling