+310.8%
TMUS vs LYV
+700.7%
-389.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -5.3% | -5.3% | 0.0% | -3.9% |
| 30D | +0.1% | -7.9% | +8.0% | +2.3% |
| 3M | -0.6% | +4.5% | -5.1% | -1.9% |
| 6M | -17.5% | +2.5% | -20.1% | -18.7% |
| YTD | -11.3% | +19.3% | -30.5% | -16.3% |
| 1Y | -25.4% | -0.2% | -25.2% | -26.5% |
| 3Y | +35.5% | +110.0% | -74.5% | +6.1% |
| 5Y | +41.9% | +96.8% | -54.9% | +8.0% |
| 10Y | +317.8% | +559.9% | -242.1% | +96.3% |
| All | +310.8% | +700.7% | -389.9% | +49.8% |
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