+164.3%
ZTS vs LYV
+1,550.3%
-1,386.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -1.9% | -1.8% | -3.3% |
| 30D | -0.8% | -8.2% | +7.4% | +1.1% |
| 3M | -9.7% | -1.3% | -8.5% | -9.6% |
| 6M | -38.4% | +2.6% | -41.0% | -39.0% |
| YTD | -41.1% | +19.4% | -60.5% | -43.7% |
| 1Y | -50.6% | -2.2% | -48.4% | -50.8% |
| 3Y | -59.1% | +106.0% | -165.2% | -66.1% |
| 5Y | -62.7% | +97.7% | -160.4% | -69.5% |
| 10Y | +58.1% | +560.5% | -502.4% | -10.1% |
| All | +164.3% | +1,550.3% | -1,386.0% | +20.2% |
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