+157.3%
EWJ vs LYV
+1,446.8%
-1,289.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.3% | -1.9% | +2.2% | +0.7% |
| 30D | +0.8% | -8.2% | +9.0% | +2.4% |
| 3M | +7.5% | -1.3% | +8.8% | +7.6% |
| 6M | +15.6% | +2.6% | +13.0% | +14.7% |
| YTD | +22.7% | +19.4% | +3.3% | +18.0% |
| 1Y | +26.4% | -2.2% | +28.7% | +26.0% |
| 3Y | +72.5% | +106.0% | -33.5% | +47.6% |
| 5Y | +52.4% | +97.7% | -45.2% | +27.9% |
| 10Y | +143.8% | +560.5% | -416.7% | +52.6% |
| All | +157.3% | +1,446.8% | -1,289.5% | +22.2% |
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