+599.1%
XYZ vs LYV
+564.6%
+34.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.3% | -1.9% | -2.4% | -3.2% |
| 30D | +1.2% | -8.2% | +9.4% | +6.1% |
| 3M | +14.6% | -1.3% | +15.9% | +15.3% |
| 6M | +22.6% | +2.6% | +20.0% | +19.8% |
| YTD | +21.7% | +19.4% | +2.3% | +9.0% |
| 1Y | +6.7% | -2.2% | +9.0% | +5.7% |
| 3Y | +46.8% | +106.0% | -59.2% | -4.0% |
| 5Y | -68.0% | +97.7% | -165.7% | -78.1% |
| All | +599.1% | +564.6% | +34.5% | +211.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling