+106.0%
LYV vs ETR
+143.8%
-37.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | -1.8% | -0.1% | -1.5% |
| 30D | -8.2% | -1.8% | -6.4% | -7.9% |
| 3M | -1.3% | -3.6% | +2.3% | -0.6% |
| 6M | +2.6% | +2.6% | 0.0% | +1.1% |
| YTD | +19.4% | +16.0% | +3.4% | +13.6% |
| 1Y | -2.2% | +20.1% | -22.4% | -8.0% |
| 3Y | +106.0% | +143.6% | -37.5% | +59.8% |
| All | +106.0% | +143.8% | -37.8% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling