+54.1%
PPL vs LYV
+564.6%
-510.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -1.8% |
| 30D | -3.1% | -8.2% | +5.1% | -1.7% |
| 3M | -3.1% | -1.3% | -1.8% | -3.0% |
| 6M | -8.0% | +2.6% | -10.6% | -8.8% |
| YTD | -0.3% | +19.4% | -19.7% | -4.0% |
| 1Y | -2.2% | -2.2% | 0.0% | -2.6% |
| 3Y | +50.4% | +106.0% | -55.7% | +28.5% |
| 5Y | +36.9% | +97.7% | -60.8% | +13.3% |
| All | +54.1% | +564.6% | -510.6% | +1.3% |
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