+448.5%
PLD vs LYV
+1,449.5%
-1,001.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | -0.9% | -3.8% | +3.0% | +0.7% |
| 30D | -1.2% | -5.7% | +4.5% | +1.0% |
| 3M | -2.3% | +6.9% | -9.2% | -5.4% |
| 6M | +4.5% | +9.2% | -4.7% | -0.4% |
| YTD | +10.1% | +19.6% | -9.5% | +0.7% |
| 1Y | +25.9% | +0.6% | +25.3% | +22.7% |
| 3Y | +24.4% | +110.6% | -86.2% | -13.0% |
| 5Y | +15.5% | +96.6% | -81.2% | -22.3% |
| 10Y | +240.3% | +546.4% | -306.1% | +8.4% |
| All | +448.5% | +1,449.5% | -1,001.0% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling