+160.0%
EXPE vs LYV
+564.6%
-404.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -5.8% | -1.9% | -3.8% | -4.6% |
| 30D | -13.6% | -8.2% | -5.4% | -9.0% |
| 3M | +25.2% | -1.3% | +26.4% | +26.1% |
| 6M | +22.3% | +2.6% | +19.7% | +19.2% |
| YTD | -0.3% | +19.4% | -19.7% | -12.1% |
| 1Y | +27.8% | -2.2% | +30.1% | +26.1% |
| 3Y | +162.4% | +106.0% | +56.4% | +58.2% |
| 5Y | +95.8% | +97.7% | -1.8% | +20.2% |
| All | +160.0% | +564.6% | -404.6% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling