-2.2%
LYV vs VRSK
-32.3%
+30.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.9% | -5.2% | +3.2% | -1.6% |
| 30D | -8.2% | -2.3% | -5.9% | -8.1% |
| 3M | -1.3% | -2.9% | +1.7% | -1.0% |
| 6M | +2.6% | -12.8% | +15.4% | +4.9% |
| YTD | +19.4% | -20.8% | +40.2% | +25.1% |
| 1Y | -2.2% | -33.2% | +31.0% | +9.5% |
| All | -2.2% | -32.3% | +30.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling