+82.4%
ORCL vs LYV
+95.6%
-13.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.4% | -5.4% |
| 7D | -0.7% | -4.2% | +3.5% | +0.4% |
| 30D | +5.1% | -7.2% | +12.4% | +7.3% |
| 3M | -23.7% | +1.5% | -25.3% | -24.4% |
| 6M | +3.1% | +2.7% | +0.3% | +1.7% |
| YTD | -20.8% | +19.4% | -40.1% | -25.2% |
| 1Y | -52.9% | -0.5% | -52.4% | -53.4% |
| 3Y | +25.4% | +110.1% | -84.7% | +1.4% |
| 5Y | +82.4% | +97.6% | -15.2% | +48.2% |
| All | +82.4% | +95.6% | -13.2% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling