+106.0%
LYV vs VRSK
-26.5%
+132.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.9% | -5.2% | +3.2% | -1.2% |
| 30D | -8.2% | -2.3% | -5.9% | -7.9% |
| 3M | -1.3% | -2.9% | +1.7% | -1.0% |
| 6M | +2.6% | -12.8% | +15.4% | +5.1% |
| YTD | +19.4% | -20.8% | +40.2% | +25.0% |
| 1Y | -2.2% | -33.2% | +31.0% | +6.8% |
| 3Y | +106.0% | -26.6% | +132.6% | +115.1% |
| All | +106.0% | -26.5% | +132.5% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling