+1,467.6%
LYV vs EXEL
+538.1%
+929.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -4.2% | -2.9% | -1.3% | -3.5% |
| 30D | -7.2% | +11.9% | -19.1% | -9.9% |
| 3M | +1.5% | +9.2% | -7.7% | -0.9% |
| 6M | +2.7% | +39.1% | -36.3% | -5.9% |
| YTD | +19.4% | +31.0% | -11.7% | +10.6% |
| 1Y | -0.5% | +52.3% | -52.8% | -11.9% |
| 3Y | +110.1% | +159.7% | -49.6% | +57.0% |
| 5Y | +97.6% | +187.7% | -90.1% | +41.5% |
| 10Y | +560.2% | +379.4% | +180.9% | +262.3% |
| All | +1,467.6% | +538.1% | +929.4% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling