+40.3%
XLC vs LYV
+93.4%
-53.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +0.5% | -1.9% | +2.4% | +1.1% |
| 30D | +2.1% | -8.2% | +10.3% | +4.9% |
| 3M | +0.7% | -1.3% | +2.0% | +0.9% |
| 6M | -3.2% | +2.6% | -5.8% | -4.6% |
| YTD | -3.8% | +19.4% | -23.2% | -10.1% |
| 1Y | -2.0% | -2.2% | +0.2% | -2.5% |
| 3Y | +71.4% | +106.0% | -34.7% | +29.4% |
| All | +40.3% | +93.4% | -53.0% | +7.4% |
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