+24.5%
ALAB vs LYV
+25.0%
-0.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.7% |
| 7D | -24.9% | +6.2% | -31.1% | -25.4% |
| 30D | -38.4% | +7.3% | -45.7% | -38.9% |
| 3M | -38.3% | -0.3% | -38.0% | -38.3% |
| 6M | +10.9% | +16.2% | -5.3% | +6.3% |
| YTD | +34.2% | +28.5% | +5.7% | +23.4% |
| 1Y | +24.5% | +21.5% | +3.0% | +15.6% |
| All | +24.5% | +25.0% | -0.4% | +15.6% |
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