+151.1%
TOST vs LYV
+103.7%
+47.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | 0.0% | +1.8% | -1.8% | -0.9% |
| 30D | +16.2% | +5.7% | +10.5% | +13.1% |
| 3M | -1.5% | -4.1% | +2.6% | +0.4% |
| 6M | +55.3% | +5.9% | +49.4% | +50.9% |
| YTD | -2.3% | +25.2% | -27.6% | -13.8% |
| 1Y | -5.5% | +30.4% | -36.0% | -18.5% |
| 3Y | +151.1% | +103.6% | +47.5% | +72.7% |
| All | +151.1% | +103.7% | +47.5% | +72.7% |
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