+633.4%
XLV vs LYV
+1,446.8%
-813.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -1.9% | -1.6% | -3.3% |
| 30D | -1.8% | -8.2% | +6.4% | -0.6% |
| 3M | +7.8% | -1.3% | +9.1% | +7.9% |
| 6M | +9.1% | +2.6% | +6.5% | +8.4% |
| YTD | +7.7% | +19.4% | -11.7% | +4.4% |
| 1Y | +20.4% | -2.2% | +22.7% | +20.0% |
| 3Y | +30.8% | +106.0% | -75.3% | +15.1% |
| 5Y | +34.6% | +97.7% | -63.0% | +16.5% |
| 10Y | +173.4% | +560.5% | -387.1% | +86.7% |
| All | +633.4% | +1,446.8% | -813.4% | +329.5% |
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