+231.2%
XLF vs LYV
+1,446.8%
-1,215.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.5% | -1.9% | +0.5% | -0.8% |
| 30D | -1.2% | -8.2% | +7.0% | +1.8% |
| 3M | +9.2% | -1.3% | +10.4% | +9.3% |
| 6M | +16.3% | +2.6% | +13.7% | +14.3% |
| YTD | +5.4% | +19.4% | -14.0% | -2.3% |
| 1Y | +7.6% | -2.2% | +9.9% | +6.5% |
| 3Y | +74.2% | +106.0% | -31.8% | +29.9% |
| 5Y | +66.1% | +97.7% | -31.5% | +19.1% |
| 10Y | +252.8% | +560.5% | -307.8% | +46.6% |
| All | +231.2% | +1,446.8% | -1,215.6% | -11.5% |
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