+150.6%
EXC vs LYV
+1,445.4%
-1,294.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.3% | -5.3% | +5.7% | +1.2% |
| 30D | -0.9% | -7.9% | +7.1% | +0.4% |
| 3M | -2.7% | +4.5% | -7.2% | -3.5% |
| 6M | -9.4% | +2.5% | -11.9% | -10.1% |
| YTD | +3.0% | +19.3% | -16.3% | -0.3% |
| 1Y | +5.1% | -0.2% | +5.3% | +4.3% |
| 3Y | +20.6% | +110.0% | -89.4% | +4.5% |
| 5Y | +45.7% | +96.8% | -51.1% | +24.1% |
| 10Y | +160.8% | +559.9% | -399.1% | +73.8% |
| All | +150.6% | +1,445.4% | -1,294.7% | +34.4% |
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