+6.5%
LYV vs ACWI
+23.6%
-17.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | +0.5% | -5.0% | -4.8% |
| 30D | -5.5% | +0.9% | -6.3% | -6.0% |
| 3M | +7.8% | +2.4% | +5.4% | +6.1% |
| 6M | +9.4% | +12.4% | -3.0% | -1.4% |
| YTD | +21.8% | +15.2% | +6.6% | +8.3% |
| 1Y | +6.5% | +22.7% | -16.3% | -9.8% |
| All | +6.5% | +23.6% | -17.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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