+361.6%
XLE vs LYV
+1,445.4%
-1,083.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +0.3% | -5.3% | +5.7% | +1.9% |
| 30D | +8.5% | -7.9% | +16.5% | +10.9% |
| 3M | +14.6% | +4.5% | +10.1% | +12.8% |
| 6M | +17.6% | +2.5% | +15.0% | +15.6% |
| YTD | +48.1% | +19.3% | +28.8% | +39.0% |
| 1Y | +53.8% | -0.2% | +54.0% | +51.1% |
| 3Y | +56.2% | +110.0% | -53.8% | +21.7% |
| 5Y | +227.7% | +96.8% | +130.9% | +148.0% |
| 10Y | +181.3% | +559.9% | -378.6% | +45.8% |
| All | +361.6% | +1,445.4% | -1,083.7% | +71.8% |
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