-44.0%
ACHR vs LYV
+129.6%
-173.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | -2.3% | -1.9% | -0.3% | -1.3% |
| 30D | -11.3% | -8.2% | -3.1% | -7.1% |
| 3M | +5.3% | -1.3% | +6.5% | +5.5% |
| 6M | -13.2% | +2.6% | -15.8% | -15.3% |
| YTD | -25.8% | +19.4% | -45.2% | -33.9% |
| 1Y | -34.3% | -2.2% | -32.0% | -34.9% |
| 3Y | -19.9% | +106.0% | -126.0% | -45.9% |
| 5Y | -42.7% | +97.7% | -140.3% | -58.5% |
| All | -44.0% | +129.6% | -173.6% | -61.3% |
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