+90.9%
LYV vs ACM
+1.2%
+89.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -1.9% | -4.6% | +2.7% | 0.0% |
| 30D | -8.2% | +4.1% | -12.3% | -10.0% |
| 3M | -1.3% | -8.3% | +7.0% | +1.1% |
| 6M | +2.6% | -30.1% | +32.7% | +18.7% |
| YTD | +19.4% | -32.6% | +52.0% | +38.6% |
| 1Y | -2.2% | -49.6% | +47.3% | +32.1% |
| 3Y | +106.0% | -23.0% | +129.1% | +104.5% |
| All | +90.9% | +1.2% | +89.7% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling