+782.8%
XLY vs LYV
+1,446.8%
-664.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -4.2% | -8.2% | +4.0% | -1.9% |
| 3M | -2.7% | -1.3% | -1.4% | -2.5% |
| 6M | -0.6% | +2.6% | -3.2% | -1.9% |
| YTD | -5.0% | +19.4% | -24.4% | -10.3% |
| 1Y | -4.1% | -2.2% | -1.8% | -4.7% |
| 3Y | +33.6% | +106.0% | -72.4% | +7.1% |
| 5Y | +28.7% | +97.7% | -69.0% | +2.4% |
| 10Y | +219.6% | +560.5% | -340.9% | +73.0% |
| All | +782.8% | +1,446.8% | -664.0% | +250.0% |
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