+707.6%
XLI vs LYV
+1,446.8%
-739.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -1.7% | -1.9% | +0.3% | -1.2% |
| 30D | -7.3% | -8.2% | +0.9% | -5.3% |
| 3M | -1.3% | -1.3% | -0.1% | -1.3% |
| 6M | +2.2% | +2.6% | -0.4% | +1.1% |
| YTD | +11.7% | +19.4% | -7.7% | +5.9% |
| 1Y | +14.3% | -2.2% | +16.5% | +13.6% |
| 3Y | +70.3% | +106.0% | -35.7% | +38.2% |
| 5Y | +82.3% | +97.7% | -15.3% | +44.4% |
| 10Y | +258.4% | +560.5% | -302.1% | +97.6% |
| All | +707.6% | +1,446.8% | -739.2% | +232.8% |
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