+171.0%
LYV vs ZCMD
-100.0%
+271.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | +0.1% |
| 7D | -1.9% | -5.4% | +3.5% | -1.9% |
| 30D | -8.2% | -24.8% | +16.6% | -7.9% |
| 3M | -1.3% | -62.8% | +61.5% | -2.2% |
| 6M | +2.6% | -99.5% | +102.1% | +10.2% |
| YTD | +19.4% | -99.8% | +119.2% | +30.4% |
| 1Y | -2.2% | -99.9% | +97.7% | +9.1% |
| 3Y | +106.0% | -100.0% | +206.0% | +146.3% |
| 5Y | +97.7% | -100.0% | +197.7% | +136.9% |
| All | +171.0% | -100.0% | +271.0% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling