-56.9%
ACHR vs LYV
+25.0%
-81.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.7% | -1.2% |
| 7D | -5.1% | +6.2% | -11.3% | -7.2% |
| 30D | -12.7% | +7.3% | -20.0% | -15.0% |
| 3M | -22.4% | -0.3% | -22.1% | -22.4% |
| 6M | -28.6% | +16.2% | -44.8% | -33.2% |
| YTD | -45.2% | +28.5% | -73.8% | -51.2% |
| 1Y | -56.9% | +21.5% | -78.4% | -61.4% |
| All | -56.9% | +25.0% | -81.9% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling