+4,164.4%
LYV vs SPXS
-100.0%
+4,264.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | -1.1% |
| 7D | -1.9% | +2.5% | -4.4% | -0.8% |
| 30D | -8.2% | +4.2% | -12.4% | -6.3% |
| 3M | -1.3% | -9.3% | +8.0% | -5.0% |
| 6M | +2.6% | -30.7% | +33.3% | -11.3% |
| YTD | +19.4% | -28.1% | +47.5% | +5.5% |
| 1Y | -2.2% | -35.1% | +32.8% | -17.0% |
| 3Y | +106.0% | -79.6% | +185.6% | +17.1% |
| 5Y | +97.7% | -86.3% | +183.9% | +16.1% |
| 10Y | +560.5% | -99.5% | +660.1% | +22.3% |
| All | +4,164.4% | -100.0% | +4,264.4% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling