+3,926.6%
ORLY vs LYV
+1,446.8%
+2,479.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.4% | -1.9% | -0.4% | -2.0% |
| 30D | -6.8% | -8.2% | +1.4% | -5.3% |
| 3M | -4.8% | -1.3% | -3.5% | -4.6% |
| 6M | -9.1% | +2.6% | -11.7% | -9.8% |
| YTD | -5.9% | +19.4% | -25.3% | -9.3% |
| 1Y | -20.4% | -2.2% | -18.2% | -20.7% |
| 3Y | +36.6% | +106.0% | -69.5% | +17.4% |
| 5Y | +117.3% | +97.7% | +19.7% | +83.0% |
| 10Y | +362.7% | +560.5% | -197.8% | +191.6% |
| All | +3,926.6% | +1,446.8% | +2,479.8% | +1,900.6% |
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 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