+97.6%
LYV vs ACGL
+154.3%
-56.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -4.2% | -3.6% | -0.5% | -2.9% |
| 30D | -7.2% | -2.1% | -5.1% | -6.5% |
| 3M | +1.5% | +5.4% | -3.8% | -0.5% |
| 6M | +2.7% | 0.0% | +2.7% | +2.3% |
| YTD | +19.4% | +0.3% | +19.1% | +18.2% |
| 1Y | -0.5% | +6.2% | -6.7% | -3.8% |
| 3Y | +110.1% | +30.9% | +79.2% | +78.6% |
| 5Y | +97.6% | +159.8% | -62.2% | +6.6% |
| All | +97.6% | +154.3% | -56.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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