+8.1%
EWZ vs LYV
+25.0%
-16.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.2% |
| 7D | -4.1% | +6.2% | -10.3% | -5.1% |
| 30D | -25.0% | +7.3% | -32.3% | -25.9% |
| 3M | -10.6% | -0.3% | -10.4% | -10.7% |
| 6M | -16.6% | +16.2% | -32.9% | -19.3% |
| YTD | +2.5% | +28.5% | -26.1% | -1.8% |
| 1Y | +8.1% | +21.5% | -13.4% | +3.1% |
| All | +8.1% | +25.0% | -16.9% | +3.1% |
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 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