+16.0%
O vs LYV
+93.4%
-77.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -2.9% | -1.9% | -0.9% | -2.6% |
| 30D | -4.5% | -8.2% | +3.7% | -3.3% |
| 3M | -2.6% | -1.3% | -1.4% | -2.5% |
| 6M | -5.6% | +2.6% | -8.2% | -6.2% |
| YTD | +9.3% | +19.4% | -10.1% | +6.0% |
| 1Y | +4.3% | -2.2% | +6.5% | +4.1% |
| 3Y | +27.4% | +106.0% | -78.6% | +11.6% |
| All | +16.0% | +93.4% | -77.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling