+864.0%
LYV vs ET
+1,438.5%
-574.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -1.9% | +0.2% | -2.2% | -2.0% |
| 30D | -8.2% | +2.9% | -11.1% | -9.2% |
| 3M | -1.3% | +16.8% | -18.1% | -6.7% |
| 6M | +2.6% | +18.9% | -16.3% | -4.0% |
| YTD | +19.4% | +37.7% | -18.3% | +5.8% |
| 1Y | -2.2% | +32.4% | -34.7% | -12.3% |
| 3Y | +106.0% | +99.5% | +6.6% | +58.3% |
| 5Y | +97.7% | +244.0% | -146.3% | +23.3% |
| 10Y | +560.5% | +172.1% | +388.4% | +306.6% |
| All | +864.0% | +1,438.5% | -574.5% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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