Cambria LargeCap Shareholder Yield ETF (LYLD)

26.23 -0.28 (-1.06%) USD  |  BATS  |  Dec 16, 16:00
26.23 0.00 (0.00%) After-Hours: 17:51
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LYLD Alpha (Since Inception)

Alpha (Since Inception) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (Since Inception) Range, Past 5 Years

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Alpha (Since Inception) Benchmarks

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Global X S&P 500 Quality Dividend ETF Upgrade
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RiverFront Dynamic US Dividend Advantage ETF Upgrade
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Eventide High Dividend ETF --

Alpha (Since Inception) Related Metrics

Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade