+788.5%
XLK vs LYV
+564.6%
+223.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -1.9% | +2.1% | +0.8% |
| 30D | -0.6% | -8.2% | +7.6% | +1.9% |
| 3M | +2.6% | -1.3% | +3.8% | +2.6% |
| 6M | +34.0% | +2.6% | +31.4% | +32.0% |
| YTD | +30.7% | +19.4% | +11.3% | +22.4% |
| 1Y | +39.2% | -2.2% | +41.4% | +38.1% |
| 3Y | +120.4% | +106.0% | +14.4% | +71.5% |
| 5Y | +148.8% | +97.7% | +51.1% | +91.2% |
| All | +788.5% | +564.6% | +223.8% | +374.7% |
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