+1,468.2%
LYV vs EME
+4,949.5%
-3,481.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -2.4% |
| 7D | -1.9% | +3.5% | -5.4% | -4.0% |
| 30D | -8.2% | -6.3% | -1.9% | -5.4% |
| 3M | -1.3% | -3.8% | +2.5% | -2.5% |
| 6M | +2.6% | +8.5% | -5.9% | -6.6% |
| YTD | +19.4% | +27.8% | -8.4% | -2.6% |
| 1Y | -2.2% | +22.2% | -24.5% | -20.9% |
| 3Y | +106.0% | +253.5% | -147.4% | -21.4% |
| 5Y | +97.7% | +578.6% | -481.0% | -52.2% |
| 10Y | +560.5% | +1,355.6% | -795.0% | -10.3% |
| All | +1,468.2% | +4,949.5% | -3,481.3% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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