-64.8%
AAL vs LYV
+564.6%
-629.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -1.9% | +1.0% | +0.3% |
| 30D | -12.9% | -8.2% | -4.7% | -8.2% |
| 3M | -11.2% | -1.3% | -9.9% | -10.8% |
| 6M | +17.8% | +2.6% | +15.2% | +15.1% |
| YTD | -15.1% | +19.4% | -34.5% | -25.2% |
| 1Y | +0.5% | -2.2% | +2.7% | -1.2% |
| 3Y | -7.7% | +106.0% | -113.7% | -45.2% |
| 5Y | -31.3% | +97.7% | -129.0% | -59.3% |
| All | -64.8% | +564.6% | -629.4% | -87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling