-2.2%
LYV vs EXPD
+60.5%
-62.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -1.9% | +2.0% | -3.9% | -2.0% |
| 30D | -8.2% | +4.4% | -12.6% | -8.4% |
| 3M | -1.3% | +15.7% | -17.0% | -2.0% |
| 6M | +2.6% | +37.5% | -34.9% | +1.0% |
| YTD | +19.4% | +29.9% | -10.5% | +16.7% |
| 1Y | -2.2% | +57.8% | -60.0% | -6.4% |
| All | -2.2% | +60.5% | -62.7% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling