+90.9%
LYV vs XPO
+261.3%
-170.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | -5.7% | +3.7% | -0.3% |
| 30D | -8.2% | -12.8% | +4.6% | -4.7% |
| 3M | -1.3% | -20.0% | +18.7% | +4.7% |
| 6M | +2.6% | -6.0% | +8.6% | +3.3% |
| YTD | +19.4% | +34.0% | -14.6% | +7.3% |
| 1Y | -2.2% | +35.6% | -37.8% | -13.1% |
| 3Y | +106.0% | +152.3% | -46.2% | +40.1% |
| All | +90.9% | +261.3% | -170.3% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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