+549.4%
LYV vs SPXS
-99.6%
+649.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | -0.9% |
| 7D | -1.9% | +2.5% | -4.4% | -0.9% |
| 30D | -8.2% | +4.2% | -12.4% | -6.6% |
| 3M | -1.3% | -9.3% | +8.0% | -4.5% |
| 6M | +2.6% | -30.7% | +33.3% | -9.6% |
| YTD | +19.4% | -28.1% | +47.5% | +7.3% |
| 1Y | -2.2% | -35.1% | +32.8% | -15.2% |
| 3Y | +106.0% | -79.6% | +185.6% | +26.3% |
| 5Y | +97.7% | -86.3% | +183.9% | +25.7% |
| All | +549.4% | -99.6% | +649.0% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling