+33.6%
ECHO vs LYV
+6.6%
+27.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.8% |
| 7D | +3.4% | -4.5% | +7.9% | +5.0% |
| 30D | +2.4% | -5.5% | +7.8% | +4.3% |
| 3M | -28.0% | +7.8% | -35.7% | -30.1% |
| 6M | -21.2% | +9.4% | -30.6% | -24.3% |
| YTD | -17.4% | +21.8% | -39.1% | -23.2% |
| 1Y | +33.6% | +6.5% | +27.1% | +43.4% |
| All | +33.6% | +6.6% | +27.0% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling