+9,127.5%
QLD vs LYV
+695.9%
+8,431.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +1.4% |
| 7D | +0.6% | -4.5% | +5.1% | +2.8% |
| 30D | -0.1% | -5.5% | +5.3% | +2.5% |
| 3M | -8.4% | +7.8% | -16.1% | -12.2% |
| 6M | +32.2% | +9.4% | +22.8% | +25.3% |
| YTD | +28.9% | +21.8% | +7.1% | +15.2% |
| 1Y | +43.8% | +6.5% | +37.4% | +35.8% |
| 3Y | +176.6% | +106.4% | +70.2% | +88.7% |
| 5Y | +121.6% | +101.6% | +20.0% | +53.3% |
| 10Y | +1,652.9% | +540.9% | +1,112.0% | +544.3% |
| All | +9,127.5% | +695.9% | +8,431.6% | +2,220.3% |
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