-35.4%
TLT vs LYV
+93.4%
-128.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.6% |
| 30D | -1.1% | -8.2% | +7.1% | -0.9% |
| 3M | -4.9% | -1.3% | -3.6% | -4.8% |
| 6M | -5.0% | +2.6% | -7.6% | -5.1% |
| YTD | -4.4% | +19.4% | -23.8% | -4.7% |
| 1Y | -6.4% | -2.2% | -4.1% | -6.5% |
| 3Y | -2.0% | +106.0% | -108.0% | -3.2% |
| All | -35.4% | +93.4% | -128.7% | -37.6% |
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