-49.5%
ORCL vs LYV
+25.0%
-74.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.4% | -2.6% |
| 7D | -14.4% | +6.2% | -20.6% | -15.9% |
| 30D | -12.8% | +7.3% | -20.2% | -14.6% |
| 3M | -14.8% | -0.3% | -14.5% | -14.8% |
| 6M | -30.9% | +16.2% | -47.1% | -34.5% |
| YTD | -35.7% | +28.5% | -64.2% | -41.2% |
| 1Y | -49.5% | +21.5% | -71.0% | -53.9% |
| All | -49.5% | +25.0% | -74.4% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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