+520.5%
LYV vs ELF
+299.0%
+221.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.8% |
| 7D | -4.2% | -10.8% | +6.7% | -2.4% |
| 30D | -7.2% | +0.8% | -8.0% | -7.5% |
| 3M | +1.5% | +64.8% | -63.2% | -7.3% |
| 6M | +2.7% | +19.0% | -16.2% | -1.5% |
| YTD | +19.4% | +25.9% | -6.6% | +12.3% |
| 1Y | -0.5% | -28.8% | +28.3% | +1.1% |
| 3Y | +110.1% | -29.6% | +139.7% | +94.6% |
| 5Y | +97.6% | +216.2% | -118.7% | +18.2% |
| All | +520.5% | +299.0% | +221.5% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling