+994.9%
LYV vs COPX
+179.5%
+815.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | -2.3% | +0.4% | -1.2% |
| 30D | -8.2% | +0.3% | -8.5% | -8.7% |
| 3M | -1.3% | +6.8% | -8.1% | -5.3% |
| 6M | +2.6% | +7.9% | -5.3% | -3.5% |
| YTD | +19.4% | +23.7% | -4.3% | +4.5% |
| 1Y | -2.2% | +71.5% | -73.8% | -26.7% |
| 3Y | +106.0% | +149.1% | -43.1% | +25.1% |
| 5Y | +97.7% | +167.3% | -69.7% | +11.4% |
| 10Y | +560.5% | +568.5% | -8.0% | +124.5% |
| All | +994.9% | +179.5% | +815.4% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling