+216.4%
TER vs LYV
+93.4%
+123.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +6.4% | -1.9% | +8.3% | +7.3% |
| 30D | -5.7% | -8.2% | +2.5% | -1.9% |
| 3M | -0.4% | -1.3% | +0.9% | -0.8% |
| 6M | +25.8% | +2.6% | +23.2% | +22.9% |
| YTD | +96.4% | +19.4% | +77.0% | +77.5% |
| 1Y | +229.2% | -2.2% | +231.5% | +225.8% |
| 3Y | +288.1% | +106.0% | +182.1% | +157.0% |
| All | +216.4% | +93.4% | +123.1% | +127.6% |
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