+906.3%
XBI vs LYV
+861.3%
+45.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | -1.9% | -2.7% | -4.1% |
| 30D | -2.0% | -8.2% | +6.2% | +0.2% |
| 3M | +17.8% | -1.3% | +19.1% | +18.0% |
| 6M | +23.7% | +2.6% | +21.1% | +22.4% |
| YTD | +28.2% | +19.4% | +8.8% | +21.4% |
| 1Y | +64.0% | -2.2% | +66.2% | +63.0% |
| 3Y | +99.4% | +106.0% | -6.6% | +60.4% |
| 5Y | +19.3% | +97.7% | -78.3% | -4.7% |
| 10Y | +158.7% | +560.5% | -401.8% | +43.2% |
| All | +906.3% | +861.3% | +45.0% | +345.7% |
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