-70.8%
QXO vs LYV
+93.4%
-164.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -7.8% | -1.9% | -5.9% | -7.3% |
| 30D | -18.1% | -8.2% | -9.9% | -16.0% |
| 3M | -25.8% | -1.3% | -24.5% | -25.6% |
| 6M | -41.7% | +2.6% | -44.3% | -42.3% |
| YTD | -36.2% | +19.4% | -55.6% | -39.4% |
| 1Y | -42.1% | -2.2% | -39.9% | -42.4% |
| 3Y | -46.2% | +106.0% | -152.2% | -55.5% |
| All | -70.8% | +93.4% | -164.2% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling