+97.5%
REGN vs LYV
+564.6%
-467.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -1.9% | -3.7% | -5.4% |
| 30D | -2.0% | -8.2% | +6.2% | -1.2% |
| 3M | +28.0% | -1.3% | +29.2% | +28.0% |
| 6M | +1.2% | +2.6% | -1.5% | +0.8% |
| YTD | +1.6% | +19.4% | -17.8% | -0.2% |
| 1Y | +38.2% | -2.2% | +40.5% | +38.0% |
| 3Y | -5.4% | +106.0% | -111.4% | -12.2% |
| 5Y | +21.3% | +97.7% | -76.4% | +11.4% |
| All | +97.5% | +564.6% | -467.2% | +41.9% |
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 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