+793.4%
ACN vs LYV
+1,446.2%
-652.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -7.9% | -4.2% | -3.7% | -7.0% |
| 30D | -1.1% | -7.2% | +6.2% | +0.6% |
| 3M | +5.6% | +1.5% | +4.1% | +5.2% |
| 6M | -9.9% | +2.7% | -12.7% | -10.8% |
| YTD | -32.3% | +19.4% | -51.7% | -35.2% |
| 1Y | -25.3% | -0.5% | -24.8% | -25.9% |
| 3Y | -42.3% | +110.1% | -152.4% | -51.7% |
| 5Y | -43.5% | +97.6% | -141.1% | -53.1% |
| 10Y | +90.8% | +560.2% | -469.5% | +18.0% |
| All | +793.4% | +1,446.2% | -652.8% | +349.7% |
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