+90.9%
LYV vs ESTC
-47.6%
+138.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | -9.2% | +7.2% | 0.0% |
| 30D | -8.2% | +8.1% | -16.3% | -10.3% |
| 3M | -1.3% | +38.5% | -39.7% | -8.7% |
| 6M | +2.6% | +57.8% | -55.2% | -8.5% |
| YTD | +19.4% | +10.5% | +8.9% | +14.0% |
| 1Y | -2.2% | -6.4% | +4.1% | -3.8% |
| 3Y | +106.0% | +4.7% | +101.4% | +81.7% |
| All | +90.9% | -47.6% | +138.5% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 5y: compounded portfolio wealth divided by compounded ESTC 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…
5y analysis · Full analysis span regression · 6 months rolling