+1,468.2%
LYV vs CLX
+182.6%
+1,285.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.4% |
| 7D | -1.9% | -5.7% | +3.8% | -0.2% |
| 30D | -8.2% | -17.0% | +8.8% | -3.0% |
| 3M | -1.3% | -9.7% | +8.4% | +1.4% |
| 6M | +2.6% | -19.8% | +22.4% | +8.7% |
| YTD | +19.4% | -9.8% | +29.3% | +21.7% |
| 1Y | -2.2% | -26.2% | +23.9% | +5.7% |
| 3Y | +106.0% | -36.2% | +142.2% | +129.4% |
| 5Y | +97.7% | -38.3% | +136.0% | +114.9% |
| 10Y | +560.5% | -3.5% | +564.0% | +335.2% |
| All | +1,468.2% | +182.6% | +1,285.6% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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