+34.5%
LYV vs ELAN
+3.3%
+31.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.4% | +0.1% |
| 7D | +1.9% | +1.9% | 0.0% | +1.5% |
| 30D | +5.5% | +5.3% | +0.2% | +4.4% |
| 3M | -1.2% | -9.7% | +8.5% | +0.3% |
| 6M | +15.3% | +3.0% | +12.3% | +13.3% |
| YTD | +27.2% | +4.6% | +22.6% | +26.4% |
| 1Y | +34.5% | +9.6% | +24.8% | +34.5% |
| All | +34.5% | +3.3% | +31.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling