+90.9%
LYV vs ETR
+122.3%
-31.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.8% |
| 3M | -1.3% | -3.6% | +2.3% | -0.6% |
| 6M | +2.6% | +2.6% | 0.0% | +1.3% |
| YTD | +19.4% | +16.0% | +3.4% | +14.0% |
| 1Y | -2.2% | +20.1% | -22.4% | -7.6% |
| 3Y | +106.0% | +143.6% | -37.5% | +62.8% |
| All | +90.9% | +122.3% | -31.4% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling