+105.8%
LYV vs ACWI
+75.1%
+30.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | -5.3% | 0.0% | -5.3% | -5.4% |
| 30D | -7.9% | -0.6% | -7.3% | -7.4% |
| 3M | +4.5% | +4.3% | +0.2% | -0.1% |
| 6M | +2.5% | +12.7% | -10.2% | -9.8% |
| YTD | +19.3% | +13.9% | +5.4% | +3.6% |
| 1Y | -0.2% | +20.5% | -20.7% | -18.8% |
| All | +105.8% | +75.1% | +30.7% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling