+18.0%
EXE vs LYV
+109.4%
-91.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.1% | -1.9% | -1.2% | -2.8% |
| 30D | -0.9% | -8.2% | +7.3% | +0.4% |
| 3M | +9.6% | -1.3% | +10.8% | +9.5% |
| 6M | -11.6% | +2.6% | -14.2% | -12.4% |
| YTD | -12.6% | +19.4% | -32.0% | -16.1% |
| 1Y | +1.2% | -2.2% | +3.4% | +1.3% |
| 3Y | +18.0% | +106.0% | -88.0% | -2.0% |
| All | +18.0% | +109.4% | -91.4% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling