-0.8%
TOST vs LYV
+25.0%
-25.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.8% |
| 7D | +10.7% | +6.2% | +4.5% | +9.0% |
| 30D | +17.7% | +7.3% | +10.4% | +15.6% |
| 3M | +4.6% | -0.3% | +4.9% | +4.3% |
| 6M | +20.3% | +16.2% | +4.0% | +17.3% |
| YTD | -0.4% | +28.5% | -28.9% | -3.1% |
| 1Y | -0.8% | +21.5% | -22.3% | -4.6% |
| All | -0.8% | +25.0% | -25.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling