+759.0%
XEL vs LYV
+1,446.8%
-687.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -1.9% | +1.6% | -0.1% |
| 30D | -3.9% | -8.2% | +4.2% | -3.1% |
| 3M | -2.8% | -1.3% | -1.5% | -2.8% |
| 6M | -5.4% | +2.6% | -8.0% | -5.9% |
| YTD | +3.8% | +19.4% | -15.7% | +1.5% |
| 1Y | +6.8% | -2.2% | +9.1% | +6.5% |
| 3Y | +45.6% | +106.0% | -60.5% | +33.2% |
| 5Y | +30.7% | +97.7% | -67.0% | +17.9% |
| 10Y | +151.7% | +560.5% | -408.8% | +90.2% |
| All | +759.0% | +1,446.8% | -687.8% | +488.6% |
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 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