+90.9%
LYV vs EXEL
+180.6%
-89.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | -1.9% | -4.9% | +3.0% | -0.9% |
| 30D | -8.2% | +11.4% | -19.6% | -10.3% |
| 3M | -1.3% | +4.9% | -6.2% | -2.5% |
| 6M | +2.6% | +34.4% | -31.8% | -4.0% |
| YTD | +19.4% | +28.0% | -8.6% | +12.5% |
| 1Y | -2.2% | +43.6% | -45.9% | -10.7% |
| 3Y | +106.0% | +155.2% | -49.2% | +53.0% |
| All | +90.9% | +180.6% | -89.7% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling