+1,580.5%
ORCL vs LYV
+1,449.5%
+131.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.8% |
| 7D | +15.0% | -3.8% | +18.8% | +16.0% |
| 30D | +10.5% | -5.7% | +16.2% | +12.0% |
| 3M | -23.0% | +6.9% | -29.9% | -24.4% |
| 6M | +7.0% | +9.2% | -2.2% | +4.5% |
| YTD | -15.8% | +19.6% | -35.4% | -19.5% |
| 1Y | -31.1% | +0.6% | -31.7% | -31.8% |
| 3Y | +33.3% | +110.6% | -77.3% | +11.3% |
| 5Y | +94.3% | +96.6% | -2.3% | +60.2% |
| 10Y | +363.4% | +546.4% | -183.0% | +173.0% |
| All | +1,580.5% | +1,449.5% | +131.0% | +720.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling