+1,467.6%
LYV vs EL
+651.8%
+815.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.1% |
| 7D | -4.2% | -4.4% | +0.2% | -2.3% |
| 30D | -7.2% | +10.3% | -17.5% | -12.2% |
| 3M | +1.5% | +13.4% | -11.8% | -5.6% |
| 6M | +2.7% | +3.1% | -0.3% | -2.0% |
| YTD | +19.4% | -6.9% | +26.3% | +17.1% |
| 1Y | -0.5% | +11.9% | -12.4% | -12.3% |
| 3Y | +110.1% | -33.8% | +143.9% | +114.1% |
| 5Y | +97.6% | -69.0% | +166.5% | +203.2% |
| 10Y | +560.2% | +25.3% | +535.0% | +303.0% |
| All | +1,467.6% | +651.8% | +815.8% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling