+238.7%
LYV vs EOSE
-60.6%
+299.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -1.9% | +1.8% | -3.7% | -2.1% |
| 30D | -8.2% | -6.8% | -1.4% | -8.1% |
| 3M | -1.3% | -36.3% | +35.0% | +0.4% |
| 6M | +2.6% | -38.8% | +41.4% | +3.6% |
| YTD | +19.4% | -65.5% | +84.9% | +23.0% |
| 1Y | -2.2% | -45.3% | +43.0% | -3.2% |
| 3Y | +106.0% | +44.2% | +61.9% | +80.5% |
| 5Y | +97.7% | -69.5% | +167.2% | +73.1% |
| All | +238.7% | -60.6% | +299.4% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling