+547.4%
PLTR vs LYV
+93.4%
+454.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -4.1% | -1.9% | -2.1% | -2.9% |
| 30D | -2.2% | -8.2% | +6.0% | +3.0% |
| 3M | +27.6% | -1.3% | +28.8% | +28.0% |
| 6M | +10.3% | +2.6% | +7.7% | +6.6% |
| YTD | -5.9% | +19.4% | -25.3% | -18.9% |
| 1Y | +1.7% | -2.2% | +4.0% | -0.2% |
| 3Y | +959.1% | +106.0% | +853.0% | +500.0% |
| All | +547.4% | +93.4% | +454.1% | +303.4% |
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