+97.6%
LYV vs EXPD
+61.4%
+36.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -4.2% | +1.2% | -5.3% | -4.5% |
| 30D | -7.2% | +6.8% | -14.1% | -8.9% |
| 3M | +1.5% | +14.9% | -13.4% | -2.4% |
| 6M | +2.7% | +34.6% | -31.9% | -5.9% |
| YTD | +19.4% | +27.7% | -8.4% | +10.0% |
| 1Y | -0.5% | +57.7% | -58.1% | -14.7% |
| 3Y | +110.1% | +70.9% | +39.2% | +71.6% |
| 5Y | +97.6% | +59.5% | +38.1% | +47.2% |
| All | +97.6% | +61.4% | +36.1% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling