+1,468.2%
LYV vs EIX
+162.9%
+1,305.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.6% |
| 7D | -1.9% | -1.4% | -0.6% | -1.5% |
| 30D | -8.2% | -19.3% | +11.1% | -1.4% |
| 3M | -1.3% | -21.7% | +20.4% | +7.2% |
| 6M | +2.6% | -19.8% | +22.4% | +9.7% |
| YTD | +19.4% | -3.0% | +22.4% | +15.8% |
| 1Y | -2.2% | +5.1% | -7.3% | -9.5% |
| 3Y | +106.0% | -7.0% | +113.0% | +94.1% |
| 5Y | +97.7% | +22.0% | +75.6% | +55.1% |
| 10Y | +560.5% | +19.8% | +540.7% | +371.5% |
| All | +1,468.2% | +162.9% | +1,305.3% | +518.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling