+90.9%
LYV vs COPX
+163.4%
-72.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | -2.3% | +0.4% | -1.4% |
| 30D | -8.2% | +0.3% | -8.5% | -8.5% |
| 3M | -1.3% | +6.8% | -8.1% | -3.9% |
| 6M | +2.6% | +7.9% | -5.3% | -1.5% |
| YTD | +19.4% | +23.7% | -4.3% | +8.8% |
| 1Y | -2.2% | +71.5% | -73.8% | -20.4% |
| 3Y | +106.0% | +149.1% | -43.1% | +42.1% |
| All | +90.9% | +163.4% | -72.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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