+146.0%
QLD vs LYV
+103.7%
+42.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -1.9% |
| 7D | +7.0% | +1.8% | +5.2% | +6.0% |
| 30D | -14.3% | +5.7% | -20.0% | -17.0% |
| 3M | -16.0% | -4.1% | -11.9% | -14.2% |
| 6M | -14.2% | +5.9% | -20.2% | -17.9% |
| YTD | +12.8% | +25.2% | -12.5% | -4.0% |
| 1Y | +14.1% | +30.4% | -16.4% | -5.8% |
| 3Y | +146.0% | +103.6% | +42.3% | +54.5% |
| All | +146.0% | +103.7% | +42.3% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling