+2,076.9%
LYV vs CVE
+89.9%
+1,987.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -4.5% | +2.5% | -7.0% | -5.2% |
| 30D | -5.5% | +16.7% | -22.2% | -9.6% |
| 3M | +7.8% | +9.3% | -1.5% | +4.3% |
| 6M | +9.4% | +43.6% | -34.2% | -2.7% |
| YTD | +21.8% | +93.6% | -71.8% | -1.0% |
| 1Y | +6.5% | +98.8% | -92.3% | -14.4% |
| 3Y | +106.4% | +73.6% | +32.8% | +67.5% |
| 5Y | +101.6% | +312.5% | -210.9% | +18.9% |
| 10Y | +540.9% | +161.0% | +379.9% | +243.8% |
| All | +2,076.9% | +89.9% | +1,987.0% | +1,115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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