+24.6%
XLP vs LYV
+109.2%
-84.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.9% | -5.3% | +2.4% | -2.4% |
| 30D | -2.2% | -7.9% | +5.7% | -1.4% |
| 3M | -0.6% | +4.5% | -5.1% | -1.0% |
| 6M | -2.2% | +2.5% | -4.7% | -2.5% |
| YTD | +8.3% | +19.3% | -11.0% | +6.2% |
| 1Y | +5.7% | -0.2% | +5.9% | +5.4% |
| All | +24.6% | +109.2% | -84.6% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling