+0.8%
SPGI vs LYV
+93.4%
-92.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -7.4% | -1.9% | -5.5% | -6.9% |
| 30D | +0.4% | -8.2% | +8.6% | +2.7% |
| 3M | +5.3% | -1.3% | +6.5% | +5.5% |
| 6M | +1.7% | +2.6% | -0.9% | +0.4% |
| YTD | -16.4% | +19.4% | -35.8% | -21.0% |
| 1Y | -20.5% | -2.2% | -18.2% | -20.8% |
| 3Y | +14.2% | +106.0% | -91.8% | -9.1% |
| All | +0.8% | +93.4% | -92.6% | -19.5% |
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