+1,873.9%
LYV vs VRSK
+586.4%
+1,287.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.9% | -5.2% | +3.2% | +0.5% |
| 30D | -8.2% | -2.3% | -5.9% | -7.4% |
| 3M | -1.3% | -2.9% | +1.7% | -0.9% |
| 6M | +2.6% | -12.8% | +15.4% | +7.3% |
| YTD | +19.4% | -20.8% | +40.2% | +30.2% |
| 1Y | -2.2% | -33.2% | +31.0% | +16.2% |
| 3Y | +106.0% | -26.6% | +132.6% | +126.0% |
| 5Y | +97.7% | -11.3% | +109.0% | +91.4% |
| 10Y | +560.5% | +126.1% | +434.4% | +265.4% |
| All | +1,873.9% | +586.4% | +1,287.5% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling