+1,404.6%
TSCO vs LYV
+1,446.8%
-42.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.7% | -1.9% | -3.7% | -5.3% |
| 30D | -8.8% | -8.2% | -0.6% | -7.1% |
| 3M | +6.3% | -1.3% | +7.6% | +6.5% |
| 6M | -32.3% | +2.6% | -34.9% | -32.8% |
| YTD | -32.7% | +19.4% | -52.1% | -35.4% |
| 1Y | -43.7% | -2.2% | -41.4% | -43.8% |
| 3Y | -19.7% | +106.0% | -125.7% | -32.2% |
| 5Y | -11.6% | +97.7% | -109.3% | -27.0% |
| 10Y | +184.1% | +560.5% | -376.4% | +64.8% |
| All | +1,404.6% | +1,446.8% | -42.2% | +573.4% |
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