+29.6%
LUV vs LYV
+6.6%
+23.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.7% |
| 7D | +0.4% | -4.5% | +4.9% | +1.3% |
| 30D | -18.4% | -5.5% | -13.0% | -17.5% |
| 3M | -3.2% | +7.8% | -11.0% | -4.6% |
| 6M | -14.8% | +9.4% | -24.2% | -16.5% |
| YTD | -2.9% | +21.8% | -24.6% | -3.9% |
| 1Y | +29.6% | +6.5% | +23.1% | +26.5% |
| All | +29.6% | +6.6% | +23.0% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling