-2.2%
LYV vs ECL
+3.7%
-5.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.5% |
| 7D | -1.9% | -1.1% | -0.8% | -1.6% |
| 30D | -8.2% | -0.8% | -7.4% | -7.9% |
| 3M | -1.3% | +5.0% | -6.3% | -2.6% |
| 6M | +2.6% | +0.2% | +2.4% | +1.5% |
| YTD | +19.4% | +5.8% | +13.6% | +17.2% |
| 1Y | -2.2% | +1.5% | -3.8% | -3.9% |
| All | -2.2% | +3.7% | -5.9% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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