+90.9%
LYV vs ZBRA
-40.4%
+131.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.5% |
| 7D | -1.9% | -3.4% | +1.5% | -0.9% |
| 30D | -8.2% | -7.4% | -0.8% | -6.1% |
| 3M | -1.3% | +57.5% | -58.8% | -16.7% |
| 6M | +2.6% | +64.0% | -61.4% | -15.3% |
| YTD | +19.4% | +44.3% | -24.9% | +2.3% |
| 1Y | -2.2% | +10.9% | -13.1% | -8.7% |
| 3Y | +106.0% | +37.5% | +68.5% | +67.5% |
| All | +90.9% | -40.4% | +131.3% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 5y: compounded portfolio wealth divided by compounded ZBRA 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…
5y analysis · Full analysis span regression · 6 months rolling