+1,466.7%
LYV vs EXR
+1,986.4%
-519.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +1.2% |
| 7D | -5.3% | -3.1% | -2.3% | -3.6% |
| 30D | -7.9% | -7.5% | -0.4% | -3.6% |
| 3M | +4.5% | -7.5% | +12.0% | +9.1% |
| 6M | +2.5% | -5.2% | +7.7% | +5.1% |
| YTD | +19.3% | +6.5% | +12.8% | +13.8% |
| 1Y | -0.2% | -2.0% | +1.8% | -0.4% |
| 3Y | +110.0% | +21.5% | +88.5% | +74.4% |
| 5Y | +96.8% | -11.5% | +108.3% | +89.4% |
| 10Y | +559.9% | +148.0% | +411.9% | +187.3% |
| All | +1,466.7% | +1,986.4% | -519.7% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling