+21.5%
LYV vs XYL
-30.7%
+52.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.6% | +1.4% |
| 7D | +6.2% | +14.5% | -8.3% | +3.3% |
| 30D | +7.3% | -1.3% | +8.7% | +6.9% |
| 3M | -0.3% | -17.0% | +16.7% | +4.2% |
| 6M | +16.2% | -11.3% | +27.6% | +18.9% |
| YTD | +28.5% | -25.0% | +53.5% | +33.6% |
| 1Y | +21.5% | -31.5% | +53.1% | +30.2% |
| All | +21.5% | -30.7% | +52.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling