-2.2%
LYV vs ACM
-48.8%
+46.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -1.9% | -4.6% | +2.7% | -1.8% |
| 30D | -8.2% | +4.1% | -12.3% | -8.2% |
| 3M | -1.3% | -8.3% | +7.0% | -1.1% |
| 6M | +2.6% | -30.1% | +32.7% | +3.2% |
| YTD | +19.4% | -32.6% | +52.0% | +20.0% |
| 1Y | -2.2% | -49.6% | +47.3% | -3.3% |
| All | -2.2% | -48.8% | +46.6% | -3.3% |
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