+6.5%
LYV vs EOSE
-49.1%
+55.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.9% | -13.1% | -2.5% |
| 7D | -4.5% | +19.0% | -23.5% | -5.0% |
| 30D | -5.5% | +1.6% | -7.0% | -5.6% |
| 3M | +7.8% | -52.0% | +59.7% | +9.2% |
| 6M | +9.4% | -42.5% | +51.9% | +9.9% |
| YTD | +21.8% | -66.1% | +87.9% | +22.3% |
| 1Y | +6.5% | -47.1% | +53.6% | +15.1% |
| All | +6.5% | -49.1% | +55.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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