+2,864.5%
V vs LYV
+1,478.4%
+1,386.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -2.9% | -5.3% | +2.4% | -1.5% |
| 30D | +1.9% | -7.9% | +9.8% | +4.1% |
| 3M | +13.2% | +4.5% | +8.7% | +11.7% |
| 6M | +16.7% | +2.5% | +14.2% | +15.3% |
| YTD | +5.4% | +19.3% | -13.9% | -0.4% |
| 1Y | +7.7% | -0.2% | +7.8% | +6.3% |
| 3Y | +52.0% | +110.0% | -58.0% | +21.0% |
| 5Y | +67.7% | +96.8% | -29.1% | +31.7% |
| 10Y | +384.8% | +559.9% | -175.1% | +161.1% |
| All | +2,864.5% | +1,478.4% | +1,386.1% | +1,099.3% |
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