-13.3%
TSLA vs LYV
+25.0%
-38.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.4% |
| 7D | -4.7% | +6.2% | -10.9% | -4.9% |
| 30D | +1.7% | +7.3% | -5.6% | +1.4% |
| 3M | +17.7% | -0.3% | +18.0% | +17.6% |
| 6M | -1.9% | +16.2% | -18.1% | -2.4% |
| YTD | -14.3% | +28.5% | -42.9% | -15.2% |
| 1Y | -13.3% | +21.5% | -34.8% | -15.0% |
| All | -13.3% | +25.0% | -38.3% | -15.0% |
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