+141.3%
XLC vs LYV
+263.3%
-121.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -1.7% | -4.2% | +2.5% | -0.5% |
| 30D | +0.2% | -7.2% | +7.4% | +2.4% |
| 3M | +0.7% | +1.5% | -0.8% | +0.1% |
| 6M | -4.5% | +2.7% | -7.2% | -5.7% |
| YTD | -4.7% | +19.4% | -24.1% | -10.3% |
| 1Y | -1.5% | -0.5% | -1.0% | -2.6% |
| 3Y | +72.2% | +110.1% | -37.9% | +35.0% |
| 5Y | +39.3% | +97.6% | -58.3% | +8.4% |
| All | +141.3% | +263.3% | -121.9% | +37.3% |
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