+485.6%
XRT vs LYV
+683.4%
-197.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -3.6% | -4.2% | +0.6% | -2.3% |
| 30D | -6.7% | -7.2% | +0.5% | -4.5% |
| 3M | -1.4% | +1.5% | -2.9% | -2.0% |
| 6M | +1.7% | +2.7% | -1.0% | +0.3% |
| YTD | -1.5% | +19.4% | -20.8% | -7.6% |
| 1Y | -2.5% | -0.5% | -2.0% | -3.7% |
| 3Y | +39.9% | +110.1% | -70.2% | +7.8% |
| 5Y | -2.6% | +97.6% | -100.2% | -25.1% |
| 10Y | +123.1% | +560.2% | -437.2% | +9.9% |
| All | +485.6% | +683.4% | -197.8% | +109.3% |
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