-4.9%
LYB vs LYV
+93.4%
-98.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | -1.9% | +2.2% | +0.6% |
| 30D | +2.5% | -8.2% | +10.7% | +4.1% |
| 3M | +1.4% | -1.3% | +2.6% | +1.4% |
| 6M | -3.5% | +2.6% | -6.1% | -4.6% |
| YTD | +52.0% | +19.4% | +32.6% | +45.0% |
| 1Y | +22.1% | -2.2% | +24.3% | +21.5% |
| 3Y | -22.8% | +106.0% | -128.8% | -35.2% |
| All | -4.9% | +93.4% | -98.3% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling