+90.9%
LYV vs ZCMD
-100.0%
+190.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.1% | +0.1% |
| 7D | -1.9% | -5.4% | +3.5% | -1.9% |
| 30D | -8.2% | -24.8% | +16.6% | -8.1% |
| 3M | -1.3% | -62.8% | +61.5% | -1.5% |
| 6M | +2.6% | -99.5% | +102.1% | +7.0% |
| YTD | +19.4% | -99.8% | +119.2% | +25.6% |
| 1Y | -2.2% | -99.9% | +97.7% | +3.8% |
| 3Y | +106.0% | -100.0% | +206.0% | +125.5% |
| All | +90.9% | -100.0% | +190.9% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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