+442.5%
XLU vs LYV
+1,446.8%
-1,004.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | -3.3% | -8.2% | +4.9% | -2.3% |
| 3M | -3.2% | -1.3% | -1.9% | -3.1% |
| 6M | -7.0% | +2.6% | -9.6% | -7.5% |
| YTD | +0.6% | +19.4% | -18.8% | -1.9% |
| 1Y | +2.4% | -2.2% | +4.7% | +2.1% |
| 3Y | +46.3% | +106.0% | -59.8% | +31.7% |
| 5Y | +44.0% | +97.7% | -53.7% | +27.7% |
| 10Y | +140.1% | +560.5% | -420.5% | +75.0% |
| All | +442.5% | +1,446.8% | -1,004.3% | +242.2% |
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