+1,340.8%
LYV vs ACWI
+354.7%
+986.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | -3.8% | +1.1% | -4.9% | -5.2% |
| 30D | -5.7% | -0.2% | -5.5% | -5.4% |
| 3M | +6.9% | +4.7% | +2.2% | +0.1% |
| 6M | +9.2% | +14.5% | -5.3% | -9.0% |
| YTD | +19.6% | +14.6% | +5.0% | -0.7% |
| 1Y | +0.6% | +21.4% | -20.8% | -22.9% |
| 3Y | +110.6% | +77.6% | +33.0% | -2.5% |
| 5Y | +96.6% | +68.1% | +28.5% | -0.9% |
| 10Y | +546.4% | +226.1% | +320.2% | +41.2% |
| All | +1,340.8% | +354.7% | +986.2% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling