+180.9%
LUV vs LYV
+1,446.8%
-1,266.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.0% | -1.9% | +1.0% | -0.3% |
| 30D | -12.4% | -8.2% | -4.2% | -10.0% |
| 3M | -11.0% | -1.3% | -9.7% | -10.8% |
| 6M | -5.0% | +2.6% | -7.6% | -6.0% |
| YTD | -3.8% | +19.4% | -23.2% | -9.7% |
| 1Y | +25.9% | -2.2% | +28.2% | +25.1% |
| 3Y | +42.2% | +106.0% | -63.8% | +9.9% |
| 5Y | -10.8% | +97.7% | -108.4% | -31.6% |
| 10Y | +19.0% | +560.5% | -541.6% | -37.4% |
| All | +180.9% | +1,446.8% | -1,266.0% | +16.4% |
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 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