+1,466.7%
LYV vs TXT
+127.2%
+1,339.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -5.3% | +0.8% | -6.2% | -5.7% |
| 30D | -7.9% | -10.4% | +2.5% | -3.1% |
| 3M | +4.5% | -14.3% | +18.9% | +11.8% |
| 6M | +2.5% | -15.1% | +17.6% | +9.9% |
| YTD | +19.3% | -8.3% | +27.6% | +22.5% |
| 1Y | -0.2% | -0.7% | +0.5% | -1.7% |
| 3Y | +110.0% | +6.0% | +104.0% | +96.0% |
| 5Y | +96.8% | +12.5% | +84.3% | +76.9% |
| 10Y | +559.9% | +103.2% | +456.7% | +326.2% |
| All | +1,466.7% | +127.2% | +1,339.5% | +898.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling