+46.8%
PYPL vs LYV
+523.0%
-476.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -5.9% | -4.2% | -1.8% | -4.5% |
| 30D | -9.4% | -7.2% | -2.2% | -7.0% |
| 3M | +31.3% | +1.5% | +29.8% | +30.3% |
| 6M | +19.1% | +2.7% | +16.3% | +17.1% |
| YTD | -7.9% | +19.4% | -27.2% | -14.6% |
| 1Y | -17.9% | -0.5% | -17.4% | -19.2% |
| 3Y | -11.6% | +110.1% | -121.7% | -34.9% |
| 5Y | -81.0% | +97.6% | -178.6% | -85.8% |
| 10Y | +41.8% | +560.2% | -518.4% | -42.5% |
| All | +46.8% | +523.0% | -476.2% | -36.4% |
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