+6.4%
OXY vs LYV
+564.6%
-558.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +2.8% | -1.9% | +4.8% | +3.7% |
| 30D | +5.5% | -8.2% | +13.6% | +9.3% |
| 3M | +11.3% | -1.3% | +12.6% | +11.1% |
| 6M | +11.6% | +2.6% | +9.0% | +7.9% |
| YTD | +51.6% | +19.4% | +32.2% | +35.9% |
| 1Y | +36.2% | -2.2% | +38.5% | +33.2% |
| 3Y | +1.7% | +106.0% | -104.3% | -33.7% |
| 5Y | +164.5% | +97.7% | +66.8% | +55.3% |
| All | +6.4% | +564.6% | -558.2% | -56.8% |
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