+16.2%
PLD vs LYV
+95.6%
-79.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.8% | -4.2% | +1.3% | -1.7% |
| 30D | -3.6% | -7.2% | +3.6% | -1.7% |
| 3M | -7.1% | +1.5% | -8.7% | -7.8% |
| 6M | +0.2% | +2.7% | -2.5% | -1.2% |
| YTD | +6.9% | +19.4% | -12.4% | +0.7% |
| 1Y | +25.0% | -0.5% | +25.5% | +23.7% |
| 3Y | +20.8% | +110.1% | -89.4% | -5.3% |
| 5Y | +16.2% | +97.6% | -81.4% | -6.4% |
| All | +16.2% | +95.6% | -79.5% | -6.4% |
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