+252.2%
LYV vs EQX
+232.0%
+20.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -1.9% | -3.2% | +1.3% | -1.7% |
| 30D | -8.2% | +7.8% | -16.0% | -8.9% |
| 3M | -1.3% | +21.3% | -22.6% | -3.3% |
| 6M | +2.6% | -22.4% | +25.0% | +4.2% |
| YTD | +19.4% | -11.3% | +30.7% | +19.4% |
| 1Y | -2.2% | +13.5% | -15.8% | -4.7% |
| 3Y | +106.0% | +162.1% | -56.1% | +82.0% |
| 5Y | +97.7% | +84.2% | +13.5% | +75.1% |
| All | +252.2% | +232.0% | +20.2% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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