+217.5%
PPL vs LYV
+1,522.3%
-1,304.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | +2.6% | +5.7% | -3.0% | +1.8% |
| 3M | +0.8% | -4.1% | +4.9% | +1.3% |
| 6M | +1.4% | +5.9% | -4.5% | +0.4% |
| YTD | +4.3% | +25.2% | -20.9% | +0.3% |
| 1Y | +0.8% | +30.4% | -29.7% | -3.8% |
| 3Y | +57.9% | +103.6% | -45.7% | +39.2% |
| 5Y | +48.3% | +58.9% | -10.6% | +32.9% |
| 10Y | +66.4% | +524.8% | -458.4% | +16.1% |
| All | +217.5% | +1,522.3% | -1,304.8% | +86.8% |
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