-62.7%
AAL vs LYV
+1,446.2%
-1,508.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -0.9% | -4.2% | +3.2% | +1.5% |
| 30D | -16.0% | -7.2% | -8.7% | -12.4% |
| 3M | -4.2% | +1.5% | -5.8% | -5.2% |
| 6M | +15.7% | +2.7% | +12.9% | +13.2% |
| YTD | -16.2% | +19.4% | -35.5% | -25.3% |
| 1Y | +0.2% | -0.5% | +0.7% | -2.4% |
| 3Y | -8.1% | +110.1% | -118.2% | -43.0% |
| 5Y | -32.2% | +97.6% | -129.8% | -57.3% |
| 10Y | -65.4% | +560.2% | -625.6% | -89.5% |
| All | -62.7% | +1,446.2% | -1,508.8% | -92.5% |
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