+696.3%
TEL vs LYV
+652.9%
+43.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.6% |
| 7D | +1.6% | -1.9% | +3.5% | +2.2% |
| 30D | -0.7% | -8.2% | +7.5% | +1.9% |
| 3M | +2.4% | -1.3% | +3.7% | +2.5% |
| 6M | +4.1% | +2.6% | +1.5% | +2.7% |
| YTD | -5.8% | +19.4% | -25.2% | -11.7% |
| 1Y | +0.9% | -2.2% | +3.1% | +0.1% |
| 3Y | +72.6% | +106.0% | -33.4% | +33.7% |
| 5Y | +57.5% | +97.7% | -40.1% | +19.9% |
| 10Y | +313.6% | +560.5% | -246.9% | +103.5% |
| All | +696.3% | +652.9% | +43.4% | +176.7% |
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