+36.8%
PPL vs LYV
+98.5%
-61.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | 0.0% | -5.3% | +5.4% | +0.6% |
| 30D | -1.3% | -7.9% | +6.7% | -0.5% |
| 3M | -2.6% | +4.5% | -7.1% | -3.1% |
| 6M | -8.4% | +2.5% | -10.9% | -8.8% |
| YTD | +0.2% | +19.3% | -19.1% | -1.9% |
| 1Y | -0.2% | -0.2% | -0.1% | -0.5% |
| 3Y | +52.9% | +110.0% | -57.1% | +39.5% |
| 5Y | +36.8% | +96.8% | -60.0% | +24.2% |
| All | +36.8% | +98.5% | -61.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling