+61.9%
EBAY vs LYV
+93.4%
-31.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +4.2% | -1.9% | +6.1% | +4.7% |
| 30D | +5.6% | -8.2% | +13.8% | +8.0% |
| 3M | -1.4% | -1.3% | -0.1% | -1.4% |
| 6M | +18.2% | +2.6% | +15.6% | +16.7% |
| YTD | +24.8% | +19.4% | +5.4% | +18.1% |
| 1Y | +18.0% | -2.2% | +20.3% | +17.5% |
| 3Y | +160.3% | +106.0% | +54.2% | +103.5% |
| All | +61.9% | +93.4% | -31.5% | +31.1% |
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