+210.0%
PPL vs LYV
+1,477.3%
-1,267.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +2.7% | -4.5% | +7.1% | +3.3% |
| 30D | +0.5% | -5.5% | +5.9% | +1.3% |
| 3M | +0.7% | +7.8% | -7.1% | -0.6% |
| 6M | -7.6% | +9.4% | -17.0% | -9.2% |
| YTD | +1.8% | +21.8% | -19.9% | -1.6% |
| 1Y | -0.8% | +6.5% | -7.2% | -2.4% |
| 3Y | +56.9% | +106.4% | -49.6% | +38.0% |
| 5Y | +39.5% | +101.6% | -62.0% | +20.1% |
| 10Y | +55.4% | +540.9% | -485.5% | +8.1% |
| All | +210.0% | +1,477.3% | -1,267.3% | +83.2% |
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 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