+148.6%
TE vs LYV
+6.6%
+142.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.1% |
| 7D | -4.0% | -4.5% | +0.5% | -4.4% |
| 30D | -15.9% | -5.5% | -10.4% | -16.2% |
| 3M | -60.5% | +7.8% | -68.3% | -59.9% |
| 6M | -35.2% | +9.4% | -44.6% | -34.1% |
| YTD | -31.1% | +21.8% | -52.9% | -30.3% |
| 1Y | +148.6% | +6.5% | +142.2% | +152.2% |
| All | +148.6% | +6.6% | +142.0% | +152.2% |
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