+864.6%
LYV vs XHB
+161.2%
+703.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.2% |
| 7D | -1.9% | -4.6% | +2.7% | +1.6% |
| 30D | -8.2% | -9.1% | +0.9% | -1.3% |
| 3M | -1.3% | -8.6% | +7.3% | +4.6% |
| 6M | +2.6% | -4.0% | +6.6% | +3.8% |
| YTD | +19.4% | -3.9% | +23.3% | +19.7% |
| 1Y | -2.2% | -16.5% | +14.2% | +8.6% |
| 3Y | +106.0% | +22.6% | +83.5% | +59.2% |
| 5Y | +97.7% | +33.9% | +63.7% | +38.5% |
| 10Y | +560.5% | +213.0% | +347.5% | +125.2% |
| All | +864.6% | +161.2% | +703.4% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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