+2,322.1%
EW vs LYV
+1,446.8%
+875.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -6.2% | -1.9% | -4.2% | -5.8% |
| 30D | -9.3% | -8.2% | -1.1% | -7.9% |
| 3M | -1.6% | -1.3% | -0.4% | -1.4% |
| 6M | -0.8% | +2.6% | -3.5% | -1.5% |
| YTD | -1.0% | +19.4% | -20.4% | -4.5% |
| 1Y | +8.2% | -2.2% | +10.4% | +7.9% |
| 3Y | +12.7% | +106.0% | -93.4% | -2.6% |
| 5Y | -30.2% | +97.7% | -127.9% | -40.2% |
| 10Y | +120.9% | +560.5% | -439.7% | +51.9% |
| All | +2,322.1% | +1,446.8% | +875.3% | +1,398.1% |
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 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