+90.9%
LYV vs ELF
+217.5%
-126.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.9% | -11.6% | +9.7% | -0.6% |
| 30D | -8.2% | +4.6% | -12.8% | -8.7% |
| 3M | -1.3% | +59.7% | -61.0% | -6.9% |
| 6M | +2.6% | +21.2% | -18.6% | -0.6% |
| YTD | +19.4% | +27.4% | -8.0% | +14.4% |
| 1Y | -2.2% | -29.8% | +27.6% | -1.0% |
| 3Y | +106.0% | -28.5% | +134.5% | +91.2% |
| All | +90.9% | +217.5% | -126.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling