+106.0%
LYV vs XYL
+15.7%
+90.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -1.9% | +1.2% | -3.1% | -2.4% |
| 30D | -8.2% | -11.9% | +3.8% | -3.5% |
| 3M | -1.3% | -1.5% | +0.3% | -1.1% |
| 6M | +2.6% | -11.9% | +14.5% | +7.6% |
| YTD | +19.4% | -20.6% | +40.0% | +29.3% |
| 1Y | -2.2% | -23.5% | +21.3% | +7.4% |
| 3Y | +106.0% | +14.9% | +91.2% | +77.8% |
| All | +106.0% | +15.7% | +90.4% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling