+106.0%
LYV vs EL
-34.0%
+140.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.1% |
| 7D | -1.9% | -6.5% | +4.6% | -1.0% |
| 30D | -8.2% | +11.1% | -19.3% | -9.8% |
| 3M | -1.3% | +10.7% | -12.0% | -3.0% |
| 6M | +2.6% | +6.9% | -4.3% | +0.7% |
| YTD | +19.4% | -6.3% | +25.7% | +18.9% |
| 1Y | -2.2% | +13.5% | -15.7% | -5.7% |
| 3Y | +106.0% | -33.1% | +139.1% | +114.1% |
| All | +106.0% | -34.0% | +140.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling