+61.6%
AG vs LYV
+564.6%
-503.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.9% |
| 7D | -6.7% | -1.9% | -4.8% | -6.3% |
| 30D | +2.2% | -8.2% | +10.4% | +4.4% |
| 3M | +15.7% | -1.3% | +17.0% | +16.2% |
| 6M | -23.8% | +2.6% | -26.4% | -24.1% |
| YTD | +17.6% | +19.4% | -1.8% | +13.4% |
| 1Y | +88.6% | -2.2% | +90.9% | +89.3% |
| 3Y | +253.4% | +106.0% | +147.4% | +203.0% |
| 5Y | +62.4% | +97.7% | -35.2% | +38.3% |
| All | +61.6% | +564.6% | -503.0% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling