+1,471.0%
LYV vs EXPD
+603.7%
+867.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.9% |
| 7D | -3.8% | -0.9% | -2.9% | -3.3% |
| 30D | -5.7% | +4.1% | -9.7% | -7.8% |
| 3M | +6.9% | +13.8% | -6.9% | -1.2% |
| 6M | +9.2% | +27.3% | -18.1% | -6.2% |
| YTD | +19.6% | +25.4% | -5.8% | +2.1% |
| 1Y | +0.6% | +54.4% | -53.8% | -24.7% |
| 3Y | +110.6% | +67.9% | +42.7% | +45.0% |
| 5Y | +96.6% | +59.2% | +37.4% | +33.9% |
| 10Y | +546.4% | +308.6% | +237.8% | +132.4% |
| All | +1,471.0% | +603.7% | +867.2% | +385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling