+549.4%
LYV vs EFX
+42.6%
+506.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | -1.9% | -4.5% | +2.6% | -0.1% |
| 30D | -8.2% | -6.1% | -2.1% | -6.1% |
| 3M | -1.3% | +6.2% | -7.5% | -4.6% |
| 6M | +2.6% | -11.2% | +13.8% | +6.0% |
| YTD | +19.4% | -21.4% | +40.8% | +28.5% |
| 1Y | -2.2% | -34.3% | +32.1% | +13.4% |
| 3Y | +106.0% | -12.5% | +118.6% | +99.5% |
| 5Y | +97.7% | -35.6% | +133.2% | +115.4% |
| All | +549.4% | +42.6% | +506.9% | +386.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling