+219.2%
CVX vs LYV
+564.6%
-345.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -1.9% | +4.5% | +3.2% |
| 30D | +9.8% | -8.2% | +18.0% | +12.3% |
| 3M | +16.2% | -1.3% | +17.5% | +16.2% |
| 6M | +13.6% | +2.6% | +11.0% | +11.7% |
| YTD | +44.4% | +19.4% | +25.0% | +35.4% |
| 1Y | +40.6% | -2.2% | +42.8% | +39.1% |
| 3Y | +48.2% | +106.0% | -57.9% | +14.7% |
| 5Y | +172.3% | +97.7% | +74.6% | +99.0% |
| All | +219.2% | +564.6% | -345.5% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling