+3,520.2%
LYV vs SPXU
-100.0%
+3,620.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | -1.0% |
| 7D | -1.9% | +2.5% | -4.4% | -0.9% |
| 30D | -8.2% | +4.2% | -12.4% | -6.4% |
| 3M | -1.3% | -9.3% | +8.0% | -4.7% |
| 6M | +2.6% | -30.7% | +33.3% | -10.5% |
| YTD | +19.4% | -28.1% | +47.5% | +6.4% |
| 1Y | -2.2% | -35.2% | +33.0% | -16.2% |
| 3Y | +106.0% | -79.9% | +186.0% | +20.7% |
| 5Y | +97.7% | -86.4% | +184.1% | +20.3% |
| 10Y | +560.5% | -99.5% | +660.1% | +42.1% |
| All | +3,520.2% | -100.0% | +3,620.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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