+632.8%
LYB vs LYV
+967.4%
-334.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | -1.9% | +2.2% | +1.0% |
| 30D | +2.5% | -8.2% | +10.7% | +5.8% |
| 3M | +1.4% | -1.3% | +2.6% | +1.3% |
| 6M | -3.5% | +2.6% | -6.1% | -5.9% |
| YTD | +52.0% | +19.4% | +32.6% | +38.9% |
| 1Y | +22.1% | -2.2% | +24.3% | +19.9% |
| 3Y | -22.8% | +106.0% | -128.8% | -45.6% |
| 5Y | -3.4% | +97.7% | -101.0% | -36.2% |
| 10Y | +47.4% | +560.5% | -513.2% | -48.6% |
| All | +632.8% | +967.4% | -334.6% | +78.7% |
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