+248.4%
EEM vs LYV
+1,446.8%
-1,198.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -1.9% | +0.7% | -0.7% |
| 30D | +2.1% | -8.2% | +10.3% | +4.5% |
| 3M | +1.0% | -1.3% | +2.3% | +1.1% |
| 6M | +15.9% | +2.6% | +13.3% | +14.5% |
| YTD | +24.6% | +19.4% | +5.2% | +17.7% |
| 1Y | +32.3% | -2.2% | +34.5% | +31.4% |
| 3Y | +85.9% | +106.0% | -20.1% | +46.8% |
| 5Y | +45.4% | +97.7% | -52.3% | +11.2% |
| 10Y | +130.1% | +560.5% | -430.4% | +10.7% |
| All | +248.4% | +1,446.8% | -1,198.4% | +20.0% |
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