+114.4%
META vs LYV
+109.2%
+5.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.8% | +6.6% |
| 7D | +10.3% | -5.3% | +15.6% | +12.3% |
| 30D | +9.9% | -7.9% | +17.8% | +12.9% |
| 3M | +11.9% | +4.5% | +7.4% | +9.7% |
| 6M | +1.2% | +2.5% | -1.4% | -0.6% |
| YTD | -0.8% | +19.3% | -20.1% | -8.1% |
| 1Y | -14.3% | -0.2% | -14.2% | -15.0% |
| All | +114.4% | +109.2% | +5.2% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling