+62.4%
EWY vs LYV
+25.0%
+37.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.7% |
| 7D | -8.3% | +6.2% | -14.5% | -10.2% |
| 30D | -20.5% | +7.3% | -27.9% | -22.5% |
| 3M | -11.1% | -0.3% | -10.8% | -11.0% |
| 6M | -7.0% | +16.2% | -23.3% | -13.0% |
| YTD | +56.5% | +28.5% | +27.9% | +45.0% |
| 1Y | +62.4% | +21.5% | +40.9% | +50.4% |
| All | +62.4% | +25.0% | +37.5% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling