+1,467.6%
LYV vs ED
+439.2%
+1,028.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -4.2% | -1.9% | -2.3% | -3.4% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | +1.5% | 0.0% | +1.5% | +1.4% |
| 6M | +2.7% | -2.5% | +5.3% | +3.5% |
| YTD | +19.4% | +10.1% | +9.2% | +13.6% |
| 1Y | -0.5% | +13.6% | -14.1% | -6.7% |
| 3Y | +110.1% | +32.4% | +77.7% | +78.0% |
| 5Y | +97.6% | +69.9% | +27.7% | +43.4% |
| 10Y | +560.2% | +109.2% | +451.1% | +265.6% |
| All | +1,467.6% | +439.2% | +1,028.3% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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