+138.3%
ADI vs LYV
+93.4%
+44.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.8% | +4.8% |
| 7D | +4.6% | -1.9% | +6.5% | +5.3% |
| 30D | -1.2% | -8.2% | +7.0% | +1.9% |
| 3M | -7.8% | -1.3% | -6.5% | -7.9% |
| 6M | +19.3% | +2.6% | +16.7% | +16.9% |
| YTD | +40.9% | +19.4% | +21.5% | +29.4% |
| 1Y | +54.5% | -2.2% | +56.7% | +53.0% |
| 3Y | +123.4% | +106.0% | +17.4% | +62.7% |
| All | +138.3% | +93.4% | +44.9% | +82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling