+225.1%
LYV vs ESTC
+23.7%
+201.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -5.3% | -3.3% | -2.0% | -4.7% |
| 30D | -7.9% | +13.4% | -21.4% | -11.4% |
| 3M | +4.5% | +41.3% | -36.8% | -4.9% |
| 6M | +2.5% | +62.6% | -60.1% | -10.7% |
| YTD | +19.3% | +14.8% | +4.5% | +11.9% |
| 1Y | -0.2% | -5.1% | +4.9% | -2.6% |
| 3Y | +110.0% | +11.2% | +98.9% | +80.1% |
| 5Y | +96.8% | -47.0% | +143.8% | +89.3% |
| All | +225.1% | +23.7% | +201.4% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling