+177.8%
XLE vs LYV
+564.6%
-386.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.7% | -1.9% | +3.6% | +2.3% |
| 30D | +6.7% | -8.2% | +14.9% | +9.6% |
| 3M | +14.9% | -1.3% | +16.1% | +14.9% |
| 6M | +15.9% | +2.6% | +13.3% | +13.5% |
| YTD | +47.7% | +19.4% | +28.3% | +36.8% |
| 1Y | +50.7% | -2.2% | +53.0% | +48.7% |
| 3Y | +57.9% | +106.0% | -48.2% | +16.8% |
| 5Y | +227.0% | +97.7% | +129.3% | +126.5% |
| All | +177.8% | +564.6% | -386.8% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling