+175.5%
EXE vs LYV
+118.6%
+57.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -2.2% | -4.2% | +2.0% | -1.5% |
| 30D | -0.8% | -7.2% | +6.4% | +0.4% |
| 3M | +10.0% | +1.5% | +8.5% | +9.5% |
| 6M | -6.3% | +2.7% | -9.1% | -7.3% |
| YTD | -10.7% | +19.4% | -30.0% | -14.1% |
| 1Y | +2.7% | -0.5% | +3.2% | +1.9% |
| 3Y | +19.1% | +110.1% | -91.0% | +2.1% |
| 5Y | +105.4% | +97.6% | +7.8% | +64.7% |
| All | +175.5% | +118.6% | +57.0% | +116.5% |
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