+167.0%
CVX vs LYV
+93.4%
+73.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -1.9% | +4.5% | +2.9% |
| 30D | +9.8% | -8.2% | +18.0% | +11.0% |
| 3M | +16.2% | -1.3% | +17.5% | +16.2% |
| 6M | +13.6% | +2.6% | +11.0% | +12.7% |
| YTD | +44.4% | +19.4% | +25.0% | +39.7% |
| 1Y | +40.6% | -2.2% | +42.8% | +40.1% |
| 3Y | +48.2% | +106.0% | -57.9% | +30.5% |
| All | +167.0% | +93.4% | +73.6% | +121.2% |
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 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