-8.6%
ONON vs LYV
+109.4%
-118.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | -2.1% | -1.9% | -0.1% | -1.2% |
| 30D | -11.6% | -8.2% | -3.4% | -8.2% |
| 3M | -30.1% | -1.3% | -28.8% | -29.7% |
| 6M | -30.5% | +2.6% | -33.1% | -31.4% |
| YTD | -41.0% | +19.4% | -60.4% | -45.6% |
| 1Y | -36.7% | -2.2% | -34.5% | -36.2% |
| 3Y | -8.6% | +106.0% | -114.6% | -33.3% |
| All | -8.6% | +109.4% | -118.0% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling