+708.4%
O vs LYV
+1,446.2%
-737.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.5% | -4.2% | +0.7% | -2.4% |
| 30D | -3.3% | -7.2% | +3.9% | -1.3% |
| 3M | -2.8% | +1.5% | -4.4% | -3.5% |
| 6M | -5.8% | +2.7% | -8.5% | -7.1% |
| YTD | +9.4% | +19.4% | -10.0% | +3.0% |
| 1Y | +5.7% | -0.5% | +6.2% | +4.3% |
| 3Y | +27.2% | +110.1% | -82.9% | -1.2% |
| 5Y | +17.2% | +97.6% | -80.4% | -11.9% |
| 10Y | +53.9% | +560.2% | -506.3% | -25.6% |
| All | +708.4% | +1,446.2% | -737.8% | +155.0% |
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 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