+55.3%
ON vs LYV
-0.4%
+55.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | -1.9% | +4.3% | +2.6% |
| 30D | -8.6% | -8.2% | -0.4% | -7.7% |
| 3M | -34.3% | -1.3% | -33.1% | -34.7% |
| 6M | +28.5% | +2.6% | +25.9% | +25.3% |
| YTD | +40.6% | +19.4% | +21.2% | +36.3% |
| 1Y | +55.3% | -2.2% | +57.6% | +26.3% |
| All | +55.3% | -0.4% | +55.8% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling