+123.0%
LQD vs LYV
+1,446.8%
-1,323.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.1% | -1.9% | +0.8% | -1.1% |
| 30D | -1.3% | -8.2% | +6.9% | -1.1% |
| 3M | -3.2% | -1.3% | -1.9% | -3.2% |
| 6M | -2.1% | +2.6% | -4.7% | -2.2% |
| YTD | -2.4% | +19.4% | -21.8% | -2.7% |
| 1Y | -2.7% | -2.2% | -0.4% | -2.7% |
| 3Y | +14.2% | +106.0% | -91.8% | +12.4% |
| 5Y | -5.8% | +97.7% | -103.5% | -7.4% |
| 10Y | +22.2% | +560.5% | -538.4% | +18.0% |
| All | +123.0% | +1,446.8% | -1,323.8% | +111.3% |
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