+2,664.3%
TSLA vs LYV
+564.6%
+2,099.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -1.9% | +5.1% | +4.2% |
| 30D | +11.6% | -8.2% | +19.8% | +16.2% |
| 3M | -8.4% | -1.3% | -7.2% | -8.3% |
| 6M | -10.4% | +2.6% | -13.0% | -12.8% |
| YTD | -18.7% | +19.4% | -38.1% | -27.3% |
| 1Y | -0.9% | -2.2% | +1.3% | -2.8% |
| 3Y | +33.6% | +106.0% | -72.5% | -9.1% |
| 5Y | +48.9% | +97.7% | -48.8% | +2.6% |
| All | +2,664.3% | +564.6% | +2,099.6% | +878.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling