+90.9%
LYV vs EMB
+6.3%
+84.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | -1.2% | -0.7% | -0.5% |
| 30D | -8.2% | -1.3% | -6.9% | -6.8% |
| 3M | -1.3% | -1.8% | +0.5% | +0.9% |
| 6M | +2.6% | +0.2% | +2.4% | +2.6% |
| YTD | +19.4% | +0.4% | +19.0% | +19.1% |
| 1Y | -2.2% | +2.8% | -5.1% | -5.1% |
| 3Y | +106.0% | +29.1% | +76.9% | +55.9% |
| All | +90.9% | +6.3% | +84.6% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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