+2,033.4%
ETN vs LYV
+1,446.8%
+586.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +3.5% | -1.9% | +5.5% | +4.1% |
| 30D | -7.5% | -8.2% | +0.7% | -5.3% |
| 3M | +8.3% | -1.3% | +9.6% | +8.2% |
| 6M | +20.2% | +2.6% | +17.6% | +18.3% |
| YTD | +34.7% | +19.4% | +15.3% | +26.3% |
| 1Y | +19.4% | -2.2% | +21.7% | +18.3% |
| 3Y | +85.5% | +106.0% | -20.5% | +45.8% |
| 5Y | +186.6% | +97.7% | +88.9% | +118.5% |
| 10Y | +724.7% | +560.5% | +164.2% | +308.9% |
| All | +2,033.4% | +1,446.8% | +586.5% | +672.0% |
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