+227.7%
EFA vs LYV
+1,446.8%
-1,219.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -1.5% | -1.9% | +0.4% | -1.1% |
| 30D | -1.7% | -8.2% | +6.5% | +0.3% |
| 3M | +3.5% | -1.3% | +4.8% | +3.6% |
| 6M | +9.5% | +2.6% | +6.9% | +8.4% |
| YTD | +12.9% | +19.4% | -6.5% | +7.5% |
| 1Y | +18.2% | -2.2% | +20.4% | +17.6% |
| 3Y | +64.8% | +106.0% | -41.2% | +35.1% |
| 5Y | +53.9% | +97.7% | -43.8% | +23.2% |
| 10Y | +144.8% | +560.5% | -415.8% | +35.3% |
| All | +227.7% | +1,446.8% | -1,219.1% | +34.5% |
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 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