+60.5%
XOM vs LYV
+109.4%
-48.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +4.1% | -1.9% | +6.0% | +4.2% |
| 30D | +4.6% | -8.2% | +12.8% | +5.2% |
| 3M | +14.0% | -1.3% | +15.2% | +14.0% |
| 6M | +11.0% | +2.6% | +8.4% | +10.6% |
| YTD | +40.7% | +19.4% | +21.3% | +37.3% |
| 1Y | +52.3% | -2.2% | +54.6% | +52.3% |
| 3Y | +60.5% | +106.0% | -45.6% | +48.7% |
| All | +60.5% | +109.4% | -48.9% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling