-24.8%
ETHA vs LYV
+25.0%
-49.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.1% |
| 7D | +2.1% | +6.2% | -4.1% | +0.7% |
| 30D | -10.7% | +7.3% | -18.0% | -12.2% |
| 3M | +29.0% | -0.3% | +29.2% | +28.8% |
| 6M | +2.7% | +16.2% | -13.6% | -1.2% |
| YTD | -18.7% | +28.5% | -47.2% | -24.2% |
| 1Y | -24.8% | +21.5% | -46.4% | -30.9% |
| All | -24.8% | +25.0% | -49.8% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling