+65.2%
ALAB vs LYV
+6.6%
+58.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.2% | +12.0% | +10.1% |
| 7D | +7.2% | -4.5% | +11.7% | +8.0% |
| 30D | -2.5% | -5.5% | +2.9% | -1.7% |
| 3M | -13.3% | +7.8% | -21.1% | -15.8% |
| 6M | +172.8% | +9.4% | +163.5% | +161.5% |
| YTD | +86.6% | +21.8% | +64.8% | +71.7% |
| 1Y | +65.2% | +6.5% | +58.7% | +62.7% |
| All | +65.2% | +6.6% | +58.5% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling