+6.5%
LYV vs ELF
-17.5%
+24.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.4% |
| 7D | -4.5% | +5.4% | -9.8% | -4.8% |
| 30D | -5.5% | +27.0% | -32.4% | -6.7% |
| 3M | +7.8% | +113.2% | -105.4% | +3.3% |
| 6M | +9.4% | +36.6% | -27.2% | +5.9% |
| YTD | +21.8% | +44.2% | -22.5% | +17.8% |
| 1Y | +6.5% | -18.0% | +24.4% | -0.1% |
| All | +6.5% | -17.5% | +24.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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