+164.6%
EWZ vs LYV
+1,449.5%
-1,285.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.7% | +2.5% |
| 7D | +5.6% | -3.8% | +9.4% | +6.9% |
| 30D | +9.3% | -5.7% | +14.9% | +11.2% |
| 3M | +15.7% | +6.9% | +8.8% | +12.8% |
| 6M | +7.4% | +9.2% | -1.7% | +3.8% |
| YTD | +22.7% | +19.6% | +3.1% | +14.7% |
| 1Y | +36.4% | +0.6% | +35.8% | +34.0% |
| 3Y | +50.4% | +110.6% | -60.2% | +13.4% |
| 5Y | +67.6% | +96.6% | -29.0% | +22.5% |
| 10Y | +84.1% | +546.4% | -462.3% | -15.6% |
| All | +164.6% | +1,449.5% | -1,285.0% | -15.2% |
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