+19.9%
XBI vs LYV
+93.4%
-73.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | -1.9% | -2.7% | -4.0% |
| 30D | -2.0% | -8.2% | +6.2% | +1.0% |
| 3M | +17.8% | -1.3% | +19.1% | +18.1% |
| 6M | +23.7% | +2.6% | +21.1% | +21.8% |
| YTD | +28.2% | +19.4% | +8.8% | +18.8% |
| 1Y | +64.0% | -2.2% | +66.2% | +63.0% |
| 3Y | +99.4% | +106.0% | -6.6% | +42.6% |
| All | +19.9% | +93.4% | -73.4% | -8.6% |
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