+1,544.7%
LYV vs EXPD
+637.2%
+907.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.8% | +5.5% | -3.7% | -1.2% |
| 30D | +5.7% | -0.8% | +6.5% | +6.0% |
| 3M | -4.1% | +4.1% | -8.2% | -6.7% |
| 6M | +5.9% | +25.7% | -19.7% | -7.8% |
| YTD | +25.2% | +31.4% | -6.2% | +3.7% |
| 1Y | +30.4% | +42.2% | -11.8% | +3.0% |
| 3Y | +103.6% | +77.2% | +26.4% | +35.6% |
| 5Y | +58.9% | +61.0% | -2.1% | +8.5% |
| 10Y | +524.8% | +334.8% | +190.0% | +116.0% |
| All | +1,544.7% | +637.2% | +907.5% | +392.7% |
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 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