+22.1%
ALNY vs LYV
+109.4%
-87.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -6.5% | -1.9% | -4.6% | -6.2% |
| 30D | +11.0% | -8.2% | +19.2% | +12.6% |
| 3M | -14.1% | -1.3% | -12.8% | -13.8% |
| 6M | -22.4% | +2.6% | -25.0% | -22.7% |
| YTD | -37.5% | +19.4% | -56.9% | -39.0% |
| 1Y | -46.9% | -2.2% | -44.7% | -46.4% |
| 3Y | +22.1% | +106.0% | -84.0% | +13.0% |
| All | +22.1% | +109.4% | -87.3% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling