+1,468.2%
LYV vs ZBRA
+704.2%
+764.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.8% |
| 7D | -1.9% | -3.4% | +1.5% | -0.4% |
| 30D | -8.2% | -7.4% | -0.8% | -5.0% |
| 3M | -1.3% | +57.5% | -58.8% | -22.8% |
| 6M | +2.6% | +64.0% | -61.4% | -22.3% |
| YTD | +19.4% | +44.3% | -24.9% | -5.0% |
| 1Y | -2.2% | +10.9% | -13.1% | -12.8% |
| 3Y | +106.0% | +37.5% | +68.5% | +54.0% |
| 5Y | +97.7% | -39.7% | +137.3% | +115.0% |
| 10Y | +560.5% | +429.9% | +130.6% | +90.0% |
| All | +1,468.2% | +704.2% | +764.0% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling