+145.4%
EWJ vs LYV
+566.8%
-421.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -0.7% | -1.2% | +0.4% | -0.5% |
| 30D | -0.6% | -9.0% | +8.4% | +1.2% |
| 3M | +5.8% | -0.6% | +6.4% | +5.8% |
| 6M | +17.7% | +11.4% | +6.3% | +14.8% |
| YTD | +21.5% | +20.3% | +1.2% | +16.5% |
| 1Y | +26.0% | -1.3% | +27.3% | +25.3% |
| 3Y | +68.1% | +101.7% | -33.7% | +43.6% |
| 5Y | +49.7% | +93.4% | -43.7% | +25.4% |
| 10Y | +145.4% | +556.8% | -411.4% | +48.6% |
| All | +145.4% | +566.8% | -421.4% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling