+408.0%
META vs LYV
+564.6%
-156.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +5.1% | -1.9% | +7.0% | +5.8% |
| 30D | +12.0% | -8.2% | +20.1% | +15.2% |
| 3M | +14.1% | -1.3% | +15.4% | +14.3% |
| 6M | -0.9% | +2.6% | -3.5% | -2.4% |
| YTD | -1.7% | +19.4% | -21.1% | -8.4% |
| 1Y | -13.4% | -2.2% | -11.2% | -14.1% |
| 3Y | +112.6% | +106.0% | +6.5% | +61.1% |
| 5Y | +72.6% | +97.7% | -25.0% | +32.1% |
| All | +408.0% | +564.6% | -156.7% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling