+1,660.3%
PLTR vs LYV
+217.3%
+1,443.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -4.1% | -1.9% | -2.1% | -3.1% |
| 30D | -2.2% | -8.2% | +6.0% | +2.1% |
| 3M | +27.6% | -1.3% | +28.8% | +28.0% |
| 6M | +10.3% | +2.6% | +7.7% | +7.4% |
| YTD | -5.9% | +19.4% | -25.3% | -16.5% |
| 1Y | +1.7% | -2.2% | +4.0% | +0.2% |
| 3Y | +959.1% | +106.0% | +853.0% | +584.8% |
| 5Y | +536.3% | +97.7% | +438.7% | +349.9% |
| All | +1,660.3% | +217.3% | +1,443.0% | +1,123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling