+6.5%
LYV vs EXEL
+59.2%
-52.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -4.5% | +8.4% | -12.9% | -5.4% |
| 30D | -5.5% | +4.1% | -9.5% | -5.9% |
| 3M | +7.8% | +12.4% | -4.7% | +6.4% |
| 6M | +9.4% | +41.5% | -32.2% | +6.7% |
| YTD | +21.8% | +34.6% | -12.9% | +18.4% |
| 1Y | +6.5% | +57.9% | -51.4% | +5.2% |
| All | +6.5% | +59.2% | -52.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling