-38.4%
U vs LYV
+191.1%
-229.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | 0.0% | -4.2% | +4.2% | +2.7% |
| 30D | -4.1% | -7.2% | +3.1% | +0.4% |
| 3M | +57.8% | +1.5% | +56.3% | +55.6% |
| 6M | +103.5% | +2.7% | +100.8% | +96.9% |
| YTD | -4.8% | +19.4% | -24.1% | -16.7% |
| 1Y | -2.4% | -0.5% | -1.9% | -5.3% |
| 3Y | +11.7% | +110.1% | -98.5% | -36.3% |
| 5Y | -68.9% | +97.6% | -166.4% | -79.2% |
| All | -38.4% | +191.1% | -229.6% | -57.2% |
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 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