+2,758.4%
TER vs LYV
+1,445.4%
+1,313.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +12.4% | -5.3% | +17.7% | +14.6% |
| 30D | +5.1% | -7.9% | +13.1% | +8.3% |
| 3M | +4.0% | +4.5% | -0.5% | +1.5% |
| 6M | +29.5% | +2.5% | +27.0% | +27.6% |
| YTD | +98.5% | +19.3% | +79.2% | +84.1% |
| 1Y | +234.1% | -0.2% | +234.3% | +228.5% |
| 3Y | +289.0% | +110.0% | +179.0% | +186.7% |
| 5Y | +228.2% | +96.8% | +131.4% | +142.2% |
| 10Y | +1,895.7% | +559.9% | +1,335.8% | +752.9% |
| All | +2,758.4% | +1,445.4% | +1,313.0% | +839.6% |
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 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