+1,827.8%
ALNY vs LYV
+1,446.8%
+380.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -6.5% | -1.9% | -4.6% | -6.0% |
| 30D | +11.0% | -8.2% | +19.2% | +13.8% |
| 3M | -14.1% | -1.3% | -12.8% | -13.7% |
| 6M | -22.4% | +2.6% | -25.0% | -23.2% |
| YTD | -37.5% | +19.4% | -56.9% | -41.1% |
| 1Y | -46.9% | -2.2% | -44.7% | -47.3% |
| 3Y | +22.1% | +106.0% | -84.0% | -4.6% |
| 5Y | +31.2% | +97.7% | -66.5% | +0.1% |
| 10Y | +256.3% | +560.5% | -304.2% | +65.1% |
| All | +1,827.8% | +1,446.8% | +380.9% | +551.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling