+90.9%
LYV vs EIX
+20.9%
+70.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.3% |
| 7D | -1.9% | -1.4% | -0.6% | -1.7% |
| 30D | -8.2% | -19.3% | +11.1% | -5.3% |
| 3M | -1.3% | -21.7% | +20.4% | +2.4% |
| 6M | +2.6% | -19.8% | +22.4% | +5.8% |
| YTD | +19.4% | -3.0% | +22.4% | +17.7% |
| 1Y | -2.2% | +5.1% | -7.3% | -5.6% |
| 3Y | +106.0% | -7.0% | +113.0% | +100.0% |
| All | +90.9% | +20.9% | +70.0% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 5y: compounded portfolio wealth divided by compounded EIX 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…
5y analysis · Full analysis span regression · 6 months rolling