+1,471.0%
LYV vs ACGL
+1,598.0%
-127.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.1% |
| 7D | -3.8% | -2.9% | -0.9% | -1.9% |
| 30D | -5.7% | -2.8% | -2.8% | -3.9% |
| 3M | +6.9% | +6.8% | +0.1% | +1.8% |
| 6M | +9.2% | -1.5% | +10.7% | +9.2% |
| YTD | +19.6% | -0.2% | +19.8% | +17.8% |
| 1Y | +0.6% | +5.3% | -4.7% | -5.0% |
| 3Y | +110.6% | +30.3% | +80.3% | +61.8% |
| 5Y | +96.6% | +151.8% | -55.2% | -11.4% |
| 10Y | +546.4% | +266.9% | +279.5% | +100.9% |
| All | +1,471.0% | +1,598.0% | -127.0% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling