+687.4%
LYV vs QID
-100.0%
+787.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.9% |
| 7D | -1.9% | +1.3% | -3.2% | -1.2% |
| 30D | -8.2% | +2.9% | -11.1% | -6.6% |
| 3M | -1.3% | -0.7% | -0.5% | -1.0% |
| 6M | +2.6% | -29.7% | +32.3% | -13.7% |
| YTD | +19.4% | -27.9% | +47.3% | +2.3% |
| 1Y | -2.2% | -34.6% | +32.3% | -20.4% |
| 3Y | +106.0% | -73.5% | +179.6% | +13.1% |
| 5Y | +97.7% | -81.0% | +178.7% | +11.6% |
| 10Y | +560.5% | -99.2% | +659.7% | -25.7% |
| All | +687.4% | -100.0% | +787.3% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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