+59.8%
ON vs LYV
+93.4%
-33.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | -1.9% | +4.3% | +3.5% |
| 30D | -8.6% | -8.2% | -0.4% | -4.5% |
| 3M | -34.3% | -1.3% | -33.1% | -34.7% |
| 6M | +28.5% | +2.6% | +25.9% | +24.3% |
| YTD | +40.6% | +19.4% | +21.2% | +23.8% |
| 1Y | +55.3% | -2.2% | +57.6% | +52.2% |
| 3Y | -22.2% | +106.0% | -128.2% | -52.3% |
| All | +59.8% | +93.4% | -33.5% | +12.1% |
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