+71.3%
V vs LYV
+93.4%
-22.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -1.2% | -1.9% | +0.7% | -0.7% |
| 30D | +3.1% | -8.2% | +11.3% | +5.3% |
| 3M | +16.3% | -1.3% | +17.6% | +16.6% |
| 6M | +20.4% | +2.6% | +17.8% | +18.9% |
| YTD | +6.3% | +19.4% | -13.1% | +0.5% |
| 1Y | +8.7% | -2.2% | +11.0% | +8.3% |
| 3Y | +53.3% | +106.0% | -52.7% | +22.2% |
| All | +71.3% | +93.4% | -22.1% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling