+1,467.6%
LYV vs ECL
+865.3%
+602.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | -2.6% | -1.5% | -2.2% |
| 30D | -7.2% | -4.6% | -2.6% | -3.9% |
| 3M | +1.5% | +6.0% | -4.4% | -3.3% |
| 6M | +2.7% | -3.0% | +5.7% | +4.1% |
| YTD | +19.4% | +4.0% | +15.3% | +14.0% |
| 1Y | -0.5% | +2.0% | -2.5% | -4.2% |
| 3Y | +110.1% | +53.9% | +56.2% | +41.1% |
| 5Y | +97.6% | +27.1% | +70.4% | +51.1% |
| 10Y | +560.2% | +155.0% | +405.2% | +163.4% |
| All | +1,467.6% | +865.3% | +602.3% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling