-53.1%
TE vs LYV
+136.0%
-189.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | -1.9% | +2.1% | +0.7% |
| 30D | -5.9% | -8.2% | +2.3% | -3.6% |
| 3M | -45.6% | -1.3% | -44.3% | -45.6% |
| 6M | -43.4% | +2.6% | -46.0% | -44.4% |
| YTD | -31.0% | +19.4% | -50.4% | -35.8% |
| 1Y | +145.2% | -2.2% | +147.5% | +141.9% |
| 3Y | -24.1% | +106.0% | -130.1% | -38.5% |
| 5Y | -48.1% | +97.7% | -145.8% | -57.1% |
| All | -53.1% | +136.0% | -189.1% | -61.4% |
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