+40.5%
REGN vs LYV
+30.4%
+10.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | -2.5% | -1.5% | -1.1% | -2.4% |
| 30D | +21.9% | +2.6% | +19.3% | +21.4% |
| 3M | +17.3% | -3.6% | +20.9% | +17.6% |
| 6M | +25.8% | +4.4% | +21.3% | +24.9% |
| YTD | +17.6% | +23.0% | -5.4% | +16.5% |
| 1Y | +40.5% | +27.2% | +13.3% | +39.9% |
| All | +40.5% | +30.4% | +10.1% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling