+12.3%
TPR vs LYV
-0.4%
+12.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.3% |
| 7D | -3.0% | -1.9% | -1.1% | -2.7% |
| 30D | -22.6% | -8.2% | -14.4% | -21.6% |
| 3M | -18.2% | -1.3% | -16.9% | -18.2% |
| 6M | -18.0% | +2.6% | -20.6% | -19.2% |
| YTD | -6.4% | +19.4% | -25.8% | -8.7% |
| 1Y | +12.3% | -2.2% | +14.5% | -0.3% |
| All | +12.3% | -0.4% | +12.7% | -0.3% |
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