+439.9%
TPR vs LYV
+1,449.5%
-1,009.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -2.0% | -3.1% |
| 7D | -3.4% | -3.8% | +0.4% | -2.0% |
| 30D | -27.3% | -5.7% | -21.7% | -25.8% |
| 3M | -16.2% | +6.9% | -23.1% | -18.6% |
| 6M | -17.9% | +9.2% | -27.1% | -21.1% |
| YTD | -7.1% | +19.6% | -26.7% | -14.1% |
| 1Y | +13.6% | +0.6% | +13.0% | +11.3% |
| 3Y | +293.7% | +110.6% | +183.2% | +188.9% |
| 5Y | +239.1% | +96.6% | +142.5% | +148.9% |
| 10Y | +311.2% | +546.4% | -235.2% | +95.9% |
| All | +439.9% | +1,449.5% | -1,009.6% | +75.3% |
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 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