+38.2%
REGN vs LYV
-0.4%
+38.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -1.9% | -3.7% | -5.5% |
| 30D | -2.0% | -8.2% | +6.2% | -1.6% |
| 3M | +28.0% | -1.3% | +29.2% | +28.1% |
| 6M | +1.2% | +2.6% | -1.5% | +0.6% |
| YTD | +1.6% | +19.4% | -17.8% | +2.9% |
| 1Y | +38.2% | -2.2% | +40.5% | +30.8% |
| All | +38.2% | -0.4% | +38.7% | +30.8% |
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