+35.8%
EQT vs LYV
+109.3%
-73.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -1.2% | -4.2% | +3.0% | -0.2% |
| 30D | +1.1% | -7.2% | +8.3% | +2.8% |
| 3M | +4.8% | +1.5% | +3.3% | +4.2% |
| 6M | -10.6% | +2.7% | -13.3% | -11.7% |
| YTD | +3.4% | +19.4% | -15.9% | -2.4% |
| 1Y | +8.7% | -0.5% | +9.2% | +8.0% |
| All | +35.8% | +109.3% | -73.5% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling