-49.6%
ZTS vs LYV
+6.6%
-56.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -2.0% | -4.5% | +2.5% | -1.3% |
| 30D | +1.9% | -5.5% | +7.4% | +2.7% |
| 3M | -4.0% | +7.8% | -11.8% | -5.3% |
| 6M | -39.1% | +9.4% | -48.5% | -40.2% |
| YTD | -38.8% | +21.8% | -60.6% | -40.4% |
| 1Y | -49.6% | +6.5% | -56.0% | -51.3% |
| All | -49.6% | +6.6% | -56.2% | -51.3% |
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 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