+22.2%
LQD vs LYV
+564.6%
-542.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.1% | -1.9% | +0.8% | -1.0% |
| 30D | -1.3% | -8.2% | +6.9% | -0.9% |
| 3M | -3.2% | -1.3% | -1.9% | -3.2% |
| 6M | -2.1% | +2.6% | -4.7% | -2.4% |
| YTD | -2.4% | +19.4% | -21.8% | -3.4% |
| 1Y | -2.7% | -2.2% | -0.4% | -2.8% |
| 3Y | +14.2% | +106.0% | -91.8% | +9.2% |
| 5Y | -5.8% | +97.7% | -103.5% | -10.5% |
| All | +22.2% | +564.6% | -542.5% | +8.9% |
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