-29.3%
EW vs LYV
+93.4%
-122.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -6.2% | -1.9% | -4.2% | -5.6% |
| 30D | -9.3% | -8.2% | -1.1% | -7.2% |
| 3M | -1.6% | -1.3% | -0.4% | -1.4% |
| 6M | -0.8% | +2.6% | -3.5% | -1.9% |
| YTD | -1.0% | +19.4% | -20.4% | -6.4% |
| 1Y | +8.2% | -2.2% | +10.4% | +7.9% |
| 3Y | +12.7% | +106.0% | -93.4% | -11.7% |
| All | -29.3% | +93.4% | -122.7% | -42.3% |
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 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