+1,499.1%
LYV vs TYL
+4,055.6%
-2,556.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.3% |
| 7D | -4.5% | -3.7% | -0.8% | -2.8% |
| 30D | -5.5% | +18.7% | -24.2% | -13.4% |
| 3M | +7.8% | +18.1% | -10.4% | -2.1% |
| 6M | +9.4% | -1.1% | +10.5% | +6.9% |
| YTD | +21.8% | -19.8% | +41.6% | +29.8% |
| 1Y | +6.5% | -34.3% | +40.8% | +25.5% |
| 3Y | +106.4% | -8.2% | +114.7% | +97.1% |
| 5Y | +101.6% | -25.4% | +127.0% | +110.0% |
| 10Y | +540.9% | +115.6% | +425.3% | +248.0% |
| All | +1,499.1% | +4,055.6% | -2,556.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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