+428.5%
XLB vs LYV
+1,446.8%
-1,018.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.8% | -1.9% | -0.9% | -2.3% |
| 30D | -3.1% | -8.2% | +5.1% | -1.0% |
| 3M | -0.2% | -1.3% | +1.1% | 0.0% |
| 6M | +3.1% | +2.6% | +0.5% | +2.0% |
| YTD | +13.3% | +19.4% | -6.1% | +7.5% |
| 1Y | +12.0% | -2.2% | +14.3% | +11.5% |
| 3Y | +31.4% | +106.0% | -74.6% | +6.3% |
| 5Y | +33.9% | +97.7% | -63.7% | +5.8% |
| 10Y | +162.3% | +560.5% | -398.2% | +41.3% |
| All | +428.5% | +1,446.8% | -1,018.3% | +108.7% |
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