-84.3%
OPEN vs LYV
+93.4%
-177.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -11.4% | -1.9% | -9.5% | -9.7% |
| 30D | -20.1% | -8.2% | -11.9% | -13.0% |
| 3M | -37.6% | -1.3% | -36.3% | -37.0% |
| 6M | -47.1% | +2.6% | -49.7% | -49.2% |
| YTD | -52.1% | +19.4% | -71.5% | -61.1% |
| 1Y | -73.5% | -2.2% | -71.2% | -74.1% |
| 3Y | -24.4% | +106.0% | -130.4% | -68.7% |
| All | -84.3% | +93.4% | -177.6% | -91.1% |
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