+36.7%
TMUS vs LYV
+109.4%
-72.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +0.4% | -1.9% | +2.4% | +0.6% |
| 30D | +3.5% | -8.2% | +11.7% | +4.4% |
| 3M | -1.3% | -1.3% | 0.0% | -1.2% |
| 6M | -13.6% | +2.6% | -16.2% | -13.8% |
| YTD | -8.8% | +19.4% | -28.2% | -10.7% |
| 1Y | -22.9% | -2.2% | -20.6% | -22.5% |
| 3Y | +36.7% | +106.0% | -69.3% | +22.5% |
| All | +36.7% | +109.4% | -72.7% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling