+90.9%
LYV vs EAT
+313.1%
-222.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | -1.9% | -7.7% | +5.8% | +0.2% |
| 30D | -8.2% | -13.6% | +5.4% | -4.6% |
| 3M | -1.3% | +33.9% | -35.1% | -9.5% |
| 6M | +2.6% | +47.2% | -44.6% | -9.5% |
| YTD | +19.4% | +48.1% | -28.7% | +4.5% |
| 1Y | -2.2% | +33.7% | -35.9% | -12.5% |
| 3Y | +106.0% | +595.8% | -489.7% | -2.1% |
| All | +90.9% | +313.1% | -222.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling