+90.9%
LYV vs XME
+162.6%
-71.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -1.9% | -4.2% | +2.3% | -0.4% |
| 30D | -8.2% | -2.7% | -5.5% | -7.4% |
| 3M | -1.3% | -3.9% | +2.7% | -0.3% |
| 6M | +2.6% | -1.0% | +3.6% | +1.6% |
| YTD | +19.4% | +9.8% | +9.6% | +12.0% |
| 1Y | -2.2% | +32.5% | -34.8% | -16.7% |
| 3Y | +106.0% | +124.3% | -18.3% | +34.9% |
| All | +90.9% | +162.6% | -71.6% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling