-5.8%
XLC vs LYV
+25.0%
-30.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.1% |
| 7D | +1.8% | +6.2% | -4.4% | +0.7% |
| 30D | -6.0% | +7.3% | -13.3% | -7.1% |
| 3M | -6.0% | -0.3% | -5.7% | -6.1% |
| 6M | -9.1% | +16.2% | -25.3% | -11.1% |
| YTD | -10.0% | +28.5% | -38.6% | -12.7% |
| 1Y | -5.8% | +21.5% | -27.3% | -8.6% |
| All | -5.8% | +25.0% | -30.8% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling