+1,468.2%
LYV vs EFV
+220.2%
+1,248.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -1.1% |
| 7D | -1.9% | -0.8% | -1.1% | -1.1% |
| 30D | -8.2% | +0.6% | -8.8% | -8.8% |
| 3M | -1.3% | +7.5% | -8.8% | -8.8% |
| 6M | +2.6% | +13.0% | -10.4% | -10.2% |
| YTD | +19.4% | +18.3% | +1.1% | -0.7% |
| 1Y | -2.2% | +26.7% | -29.0% | -24.6% |
| 3Y | +106.0% | +89.6% | +16.5% | +2.0% |
| 5Y | +97.7% | +98.2% | -0.6% | -6.9% |
| 10Y | +560.5% | +167.4% | +393.1% | +136.0% |
| All | +1,468.2% | +220.2% | +1,248.0% | +466.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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