-48.6%
TOST vs LYV
+98.2%
-146.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | -1.9% | -3.5% | -4.1% |
| 30D | -5.7% | -8.2% | +2.5% | 0.0% |
| 3M | +30.1% | -1.3% | +31.4% | +30.9% |
| 6M | +11.9% | +2.6% | +9.3% | +8.5% |
| YTD | -9.5% | +19.4% | -29.0% | -22.5% |
| 1Y | -21.3% | -2.2% | -19.0% | -22.6% |
| 3Y | +50.7% | +106.0% | -55.4% | -22.1% |
| All | -48.6% | +98.2% | -146.8% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling