+53.9%
LYV vs ACWI
+58.7%
-4.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.6% |
| 7D | +1.8% | +2.4% | -0.6% | -1.0% |
| 30D | +5.7% | -1.7% | +7.4% | +7.4% |
| 3M | -4.1% | -3.9% | -0.2% | 0.0% |
| 6M | +5.9% | +0.8% | +5.1% | +3.9% |
| YTD | +25.2% | +11.0% | +14.2% | +9.4% |
| 1Y | +30.4% | +13.1% | +17.3% | +11.5% |
| 3Y | +103.6% | +73.9% | +29.7% | +0.6% |
| All | +53.9% | +58.7% | -4.8% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling