+90.9%
LYV vs ELAN
-30.9%
+121.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.3% |
| 7D | -1.9% | -5.4% | +3.5% | -0.6% |
| 30D | -8.2% | +4.7% | -12.9% | -9.3% |
| 3M | -1.3% | -3.7% | +2.4% | -0.8% |
| 6M | +2.6% | -1.2% | +3.8% | +1.7% |
| YTD | +19.4% | +2.4% | +17.0% | +16.9% |
| 1Y | -2.2% | +23.4% | -25.6% | -9.1% |
| 3Y | +106.0% | +96.7% | +9.4% | +53.9% |
| All | +90.9% | -30.9% | +121.9% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling