+591.1%
ELV vs LYV
+1,446.8%
-855.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -1.9% | +5.1% | +3.6% |
| 30D | +5.4% | -8.2% | +13.6% | +7.0% |
| 3M | +5.4% | -1.3% | +6.6% | +5.5% |
| 6M | +45.7% | +2.6% | +43.1% | +44.4% |
| YTD | +21.2% | +19.4% | +1.8% | +16.4% |
| 1Y | +35.6% | -2.2% | +37.9% | +34.8% |
| 3Y | -2.0% | +106.0% | -108.0% | -17.5% |
| 5Y | +26.0% | +97.7% | -71.7% | +3.5% |
| 10Y | +278.7% | +560.5% | -281.8% | +130.1% |
| All | +591.1% | +1,446.8% | -855.7% | +247.0% |
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