+34.5%
LYV vs EQH
+12.7%
+21.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.7% | 0.0% |
| 7D | +1.9% | -3.1% | +5.0% | +2.5% |
| 30D | +5.5% | -2.9% | +8.4% | +6.0% |
| 3M | -1.2% | +3.1% | -4.4% | -1.9% |
| 6M | +15.3% | +21.8% | -6.5% | +10.6% |
| YTD | +27.2% | +13.3% | +13.9% | +25.1% |
| 1Y | +34.5% | +20.1% | +14.3% | +28.1% |
| All | +34.5% | +12.7% | +21.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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