+171.8%
ETN vs LYV
+92.3%
+79.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.8% | -8.4% | -7.8% |
| 7D | -4.3% | -1.2% | -3.1% | -4.0% |
| 30D | -12.9% | -9.0% | -3.9% | -10.7% |
| 3M | +0.7% | -0.6% | +1.3% | +0.3% |
| 6M | +11.2% | +11.4% | -0.2% | +6.9% |
| YTD | +24.5% | +20.3% | +4.1% | +16.6% |
| 1Y | +8.6% | -1.3% | +9.9% | +7.4% |
| 3Y | +83.7% | +101.7% | -18.0% | +47.5% |
| 5Y | +171.8% | +93.4% | +78.4% | +119.8% |
| All | +171.8% | +92.3% | +79.5% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling