+106.0%
LYV vs BOXX
+14.7%
+91.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -8.2% | +0.3% | -8.5% | -8.8% |
| 3M | -1.3% | +1.0% | -2.3% | -4.0% |
| 6M | +2.6% | +1.9% | +0.7% | -3.8% |
| YTD | +19.4% | +2.7% | +16.7% | +7.9% |
| 1Y | -2.2% | +4.0% | -6.3% | -18.0% |
| 3Y | +106.0% | +14.7% | +91.4% | -11.0% |
| All | +106.0% | +14.7% | +91.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling