+163.6%
OXY vs LYV
+1,446.8%
-1,283.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +2.8% | -1.9% | +4.8% | +3.5% |
| 30D | +5.5% | -8.2% | +13.6% | +8.4% |
| 3M | +11.3% | -1.3% | +12.6% | +11.2% |
| 6M | +11.6% | +2.6% | +9.0% | +8.9% |
| YTD | +51.6% | +19.4% | +32.2% | +39.9% |
| 1Y | +36.2% | -2.2% | +38.5% | +34.1% |
| 3Y | +1.7% | +106.0% | -104.3% | -24.8% |
| 5Y | +164.5% | +97.7% | +66.8% | +86.9% |
| 10Y | +6.1% | +560.5% | -554.5% | -48.4% |
| All | +163.6% | +1,446.8% | -1,283.3% | -12.8% |
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 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