+65.4%
IEFA vs LYV
+109.4%
-44.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.6% | -1.9% | +0.4% | -1.2% |
| 30D | -1.5% | -8.2% | +6.7% | +0.3% |
| 3M | +3.4% | -1.3% | +4.7% | +3.5% |
| 6M | +9.5% | +2.6% | +6.9% | +8.3% |
| YTD | +13.0% | +19.4% | -6.4% | +8.1% |
| 1Y | +18.0% | -2.2% | +20.3% | +17.7% |
| 3Y | +65.4% | +106.0% | -40.7% | +34.6% |
| All | +65.4% | +109.4% | -44.0% | +34.6% |
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