+1,935.5%
QQQ vs LYV
+1,446.8%
+488.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -0.6% | -1.9% | +1.4% | -0.1% |
| 30D | -1.2% | -8.2% | +7.0% | +0.8% |
| 3M | -0.2% | -1.3% | +1.1% | -0.1% |
| 6M | +17.9% | +2.6% | +15.3% | +16.6% |
| YTD | +16.6% | +19.4% | -2.8% | +10.9% |
| 1Y | +23.0% | -2.2% | +25.2% | +22.2% |
| 3Y | +92.9% | +106.0% | -13.1% | +58.5% |
| 5Y | +95.6% | +97.7% | -2.1% | +59.2% |
| 10Y | +570.4% | +560.5% | +9.9% | +285.5% |
| All | +1,935.5% | +1,446.8% | +488.7% | +830.9% |
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