+56.2%
AG vs LYV
+93.4%
-37.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.9% |
| 7D | -6.7% | -1.9% | -4.8% | -6.0% |
| 30D | +2.2% | -8.2% | +10.4% | +5.6% |
| 3M | +15.7% | -1.3% | +17.0% | +16.4% |
| 6M | -23.8% | +2.6% | -26.4% | -24.3% |
| YTD | +17.6% | +19.4% | -1.8% | +10.9% |
| 1Y | +88.6% | -2.2% | +90.9% | +89.5% |
| 3Y | +253.4% | +106.0% | +147.4% | +176.1% |
| All | +56.2% | +93.4% | -37.2% | +23.9% |
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