+585.8%
EMR vs LYV
+1,446.2%
-860.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -1.2% | -4.2% | +2.9% | -0.1% |
| 30D | -9.4% | -7.2% | -2.2% | -7.6% |
| 3M | +8.6% | +1.5% | +7.0% | +7.8% |
| 6M | +6.7% | +2.7% | +3.9% | +5.5% |
| YTD | +13.1% | +19.4% | -6.3% | +6.9% |
| 1Y | +12.7% | -0.5% | +13.2% | +11.8% |
| 3Y | +58.1% | +110.1% | -52.1% | +26.4% |
| 5Y | +63.6% | +97.6% | -33.9% | +28.1% |
| 10Y | +272.4% | +560.2% | -287.8% | +100.4% |
| All | +585.8% | +1,446.2% | -860.3% | +180.3% |
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