+487.5%
T vs LYV
+1,446.2%
-958.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.4% | -4.2% | +1.7% | -1.8% |
| 30D | +4.3% | -7.2% | +11.5% | +5.5% |
| 3M | +11.6% | +1.5% | +10.0% | +11.1% |
| 6M | -5.6% | +2.7% | -8.3% | -6.4% |
| YTD | +6.6% | +19.4% | -12.8% | +3.0% |
| 1Y | -8.4% | -0.5% | -7.9% | -9.1% |
| 3Y | +107.8% | +110.1% | -2.3% | +80.5% |
| 5Y | +68.3% | +97.6% | -29.3% | +43.5% |
| 10Y | +71.1% | +560.2% | -489.1% | +12.9% |
| All | +487.5% | +1,446.2% | -958.6% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling