+328.9%
ORCL vs LYV
+564.6%
-235.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -5.4% | -1.9% | -3.4% | -4.9% |
| 30D | -2.0% | -8.2% | +6.2% | 0.0% |
| 3M | -18.1% | -1.3% | -16.8% | -18.0% |
| 6M | -7.2% | +2.6% | -9.8% | -8.2% |
| YTD | -22.2% | +19.4% | -41.6% | -25.8% |
| 1Y | -50.6% | -2.2% | -48.4% | -50.8% |
| 3Y | +22.9% | +106.0% | -83.2% | +2.3% |
| 5Y | +79.3% | +97.7% | -18.4% | +46.7% |
| All | +328.9% | +564.6% | -235.7% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling