+465.1%
EOG vs LYV
+1,446.8%
-981.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -1.9% | +3.4% | +2.1% |
| 30D | +2.9% | -8.2% | +11.1% | +5.6% |
| 3M | +8.7% | -1.3% | +10.0% | +8.7% |
| 6M | +12.9% | +2.6% | +10.3% | +10.7% |
| YTD | +43.8% | +19.4% | +24.4% | +34.1% |
| 1Y | +27.1% | -2.2% | +29.3% | +25.5% |
| 3Y | +25.9% | +106.0% | -80.1% | -4.0% |
| 5Y | +177.9% | +97.7% | +80.3% | +103.8% |
| 10Y | +119.7% | +560.5% | -440.9% | +8.3% |
| All | +465.1% | +1,446.8% | -981.7% | +82.3% |
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