+1,594.6%
META vs LYV
+1,827.1%
-232.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.2% |
| 7D | +5.2% | +1.8% | +3.3% | +4.5% |
| 30D | -13.0% | +5.7% | -18.7% | -14.6% |
| 3M | +7.9% | -4.1% | +12.0% | +9.4% |
| 6M | +4.2% | +5.9% | -1.7% | +1.8% |
| YTD | -2.5% | +25.2% | -27.8% | -10.6% |
| 1Y | +5.6% | +30.4% | -24.9% | -4.7% |
| 3Y | +96.8% | +103.6% | -6.8% | +50.4% |
| 5Y | +90.0% | +58.9% | +31.2% | +55.2% |
| 10Y | +444.3% | +524.8% | -80.5% | +165.4% |
| All | +1,594.6% | +1,827.1% | -232.5% | +594.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling