-40.4%
ACN vs LYV
+109.4%
-149.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.4% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | +2.1% | -8.2% | +10.3% | +4.2% |
| 3M | +11.1% | -1.3% | +12.4% | +11.5% |
| 6M | -6.8% | +2.6% | -9.4% | -7.5% |
| YTD | -30.0% | +19.4% | -49.4% | -33.2% |
| 1Y | -23.1% | -2.2% | -20.9% | -23.0% |
| 3Y | -40.4% | +106.0% | -146.4% | -50.6% |
| All | -40.4% | +109.4% | -149.8% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling