+547.9%
LYV vs Z
+13.0%
+534.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.7% |
| 7D | -4.2% | -11.6% | +7.4% | -1.3% |
| 30D | -7.2% | -8.5% | +1.2% | -5.5% |
| 3M | +1.5% | -7.9% | +9.4% | +2.8% |
| 6M | +2.7% | -29.1% | +31.8% | +10.2% |
| YTD | +19.4% | -54.2% | +73.5% | +41.1% |
| 1Y | -0.5% | -63.5% | +63.1% | +23.9% |
| 3Y | +110.1% | -38.6% | +148.7% | +118.4% |
| 5Y | +97.6% | -66.0% | +163.6% | +121.1% |
| 10Y | +560.2% | -6.5% | +566.8% | +378.0% |
| All | +547.9% | +13.0% | +534.9% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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