+512.7%
XLP vs LYV
+1,477.3%
-964.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.5% |
| 7D | -1.0% | -4.5% | +3.5% | -0.5% |
| 30D | -0.9% | -5.5% | +4.6% | -0.2% |
| 3M | +3.8% | +7.8% | -3.9% | +2.8% |
| 6M | -1.7% | +9.4% | -11.1% | -3.0% |
| YTD | +10.3% | +21.8% | -11.5% | +7.3% |
| 1Y | +7.8% | +6.5% | +1.3% | +6.4% |
| 3Y | +27.2% | +106.4% | -79.2% | +15.0% |
| 5Y | +32.5% | +101.6% | -69.0% | +17.8% |
| 10Y | +101.8% | +540.9% | -439.1% | +49.2% |
| All | +512.7% | +1,477.3% | -964.6% | +291.0% |
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 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