-68.1%
XYZ vs LYV
+95.6%
-163.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -5.2% | -4.2% | -1.0% | -2.2% |
| 30D | 0.0% | -7.2% | +7.2% | +5.6% |
| 3M | +18.7% | +1.5% | +17.1% | +17.1% |
| 6M | +20.5% | +2.7% | +17.8% | +16.5% |
| YTD | +21.5% | +19.4% | +2.1% | +4.3% |
| 1Y | +7.2% | -0.5% | +7.7% | +4.2% |
| 3Y | +49.0% | +110.1% | -61.2% | -21.8% |
| 5Y | -68.1% | +97.6% | -165.7% | -79.5% |
| All | -68.1% | +95.6% | -163.7% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling