+573.4%
XLP vs LYV
+1,522.3%
-948.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.5% |
| 7D | +2.5% | +1.8% | +0.7% | +2.3% |
| 30D | +7.3% | +5.7% | +1.6% | +6.6% |
| 3M | +8.1% | -4.1% | +12.2% | +8.6% |
| 6M | +10.5% | +5.9% | +4.6% | +9.6% |
| YTD | +21.2% | +25.2% | -4.1% | +17.5% |
| 1Y | +22.7% | +30.4% | -7.7% | +18.4% |
| 3Y | +44.8% | +103.6% | -58.8% | +31.2% |
| 5Y | +44.7% | +58.9% | -14.1% | +32.8% |
| 10Y | +139.1% | +524.8% | -385.7% | +77.3% |
| All | +573.4% | +1,522.3% | -948.9% | +328.2% |
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