+21.5%
LYV vs ACM
-46.6%
+68.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.3% |
| 7D | +6.2% | +9.5% | -3.3% | +5.8% |
| 30D | +7.3% | +14.7% | -7.4% | +6.7% |
| 3M | -0.3% | -9.5% | +9.2% | 0.0% |
| 6M | +16.2% | -18.0% | +34.3% | +17.3% |
| YTD | +28.5% | -27.3% | +55.8% | +29.9% |
| 1Y | +21.5% | -47.0% | +68.5% | +23.7% |
| All | +21.5% | -46.6% | +68.1% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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