+549.4%
LYV vs EXPD
+332.1%
+217.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | -1.9% | +2.0% | -3.9% | -2.7% |
| 30D | -8.2% | +4.4% | -12.6% | -9.8% |
| 3M | -1.3% | +15.7% | -17.0% | -7.3% |
| 6M | +2.6% | +37.5% | -34.9% | -11.0% |
| YTD | +19.4% | +29.9% | -10.5% | +4.8% |
| 1Y | -2.2% | +57.8% | -60.0% | -22.0% |
| 3Y | +106.0% | +71.6% | +34.4% | +53.8% |
| 5Y | +97.7% | +62.2% | +35.4% | +46.5% |
| All | +549.4% | +332.1% | +217.3% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling