-12.8%
AA vs LYV
+1,446.8%
-1,459.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.4% | -1.9% | -1.5% | -2.6% |
| 30D | -5.8% | -8.2% | +2.4% | -2.4% |
| 3M | -29.9% | -1.3% | -28.6% | -29.9% |
| 6M | -27.0% | +2.6% | -29.6% | -28.5% |
| YTD | -8.7% | +19.4% | -28.1% | -16.7% |
| 1Y | +50.6% | -2.2% | +52.9% | +48.8% |
| 3Y | +74.1% | +106.0% | -32.0% | +24.8% |
| 5Y | +2.6% | +97.7% | -95.1% | -27.8% |
| 10Y | +121.0% | +560.5% | -439.5% | -5.2% |
| All | -12.8% | +1,446.8% | -1,459.6% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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