+197.5%
EWT vs LYV
+109.4%
+88.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -1.9% | +0.8% | -0.6% |
| 30D | +4.5% | -8.2% | +12.6% | +6.7% |
| 3M | +8.3% | -1.3% | +9.5% | +8.0% |
| 6M | +54.2% | +2.6% | +51.6% | +51.7% |
| YTD | +74.6% | +19.4% | +55.2% | +64.3% |
| 1Y | +84.9% | -2.2% | +87.1% | +84.3% |
| 3Y | +197.5% | +106.0% | +91.5% | +128.6% |
| All | +197.5% | +109.4% | +88.1% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling