+1,468.2%
LYV vs ETR
+578.5%
+889.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.9% | -1.8% | -0.1% | -1.1% |
| 30D | -8.2% | -1.8% | -6.4% | -7.4% |
| 3M | -1.3% | -3.6% | +2.3% | +0.2% |
| 6M | +2.6% | +2.6% | 0.0% | +0.1% |
| YTD | +19.4% | +16.0% | +3.4% | +9.2% |
| 1Y | -2.2% | +20.1% | -22.4% | -12.4% |
| 3Y | +106.0% | +143.6% | -37.5% | +24.0% |
| 5Y | +97.7% | +124.4% | -26.7% | +20.5% |
| 10Y | +560.5% | +295.4% | +265.2% | +178.7% |
| All | +1,468.2% | +578.5% | +889.7% | +443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling