+90.9%
LYV vs EXR
-10.8%
+101.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.3% |
| 7D | -1.9% | -1.2% | -0.8% | -1.6% |
| 30D | -8.2% | -6.2% | -2.0% | -6.2% |
| 3M | -1.3% | -7.4% | +6.1% | +1.2% |
| 6M | +2.6% | -0.5% | +3.1% | +2.5% |
| YTD | +19.4% | +8.1% | +11.3% | +15.9% |
| 1Y | -2.2% | -2.9% | +0.6% | -1.9% |
| 3Y | +106.0% | +22.9% | +83.1% | +84.6% |
| All | +90.9% | -10.8% | +101.8% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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