-2.2%
LYV vs ACWI
+19.8%
-22.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -1.9% | -1.0% | -0.9% | -1.3% |
| 30D | -8.2% | -0.9% | -7.3% | -7.7% |
| 3M | -1.3% | +3.5% | -4.8% | -3.7% |
| 6M | +2.6% | +12.8% | -10.2% | -7.3% |
| YTD | +19.4% | +14.0% | +5.4% | +7.3% |
| 1Y | -2.2% | +19.2% | -21.4% | -11.3% |
| All | -2.2% | +19.8% | -22.0% | -11.3% |
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