+7,971.7%
QLD vs LYV
+718.6%
+7,253.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.0% |
| 7D | +7.0% | +1.8% | +5.2% | +6.1% |
| 30D | -14.3% | +5.7% | -20.0% | -16.7% |
| 3M | -16.0% | -4.1% | -11.9% | -14.4% |
| 6M | -14.2% | +5.9% | -20.2% | -17.2% |
| YTD | +12.8% | +25.2% | -12.5% | -0.8% |
| 1Y | +14.1% | +30.4% | -16.4% | -2.0% |
| 3Y | +146.0% | +103.6% | +42.3% | +68.5% |
| 5Y | +82.0% | +58.9% | +23.1% | +42.2% |
| 10Y | +1,470.1% | +524.8% | +945.3% | +483.0% |
| All | +7,971.7% | +718.6% | +7,253.1% | +1,899.3% |
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