+687.4%
LYV vs ACM
+218.1%
+469.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.3% |
| 7D | -5.3% | -3.7% | -1.7% | -3.5% |
| 30D | -7.9% | -12.7% | +4.7% | -2.2% |
| 3M | +4.5% | -9.8% | +14.3% | +8.4% |
| 6M | +2.5% | -31.4% | +33.9% | +21.5% |
| YTD | +19.3% | -32.1% | +51.4% | +40.3% |
| 1Y | -0.2% | -47.8% | +47.6% | +33.7% |
| 3Y | +110.0% | -22.1% | +132.1% | +121.8% |
| 5Y | +96.8% | +1.8% | +95.0% | +79.1% |
| 10Y | +559.9% | +132.5% | +427.4% | +268.5% |
| All | +687.4% | +218.1% | +469.3% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling