+1,468.2%
LYV vs AFL
+694.2%
+774.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -1.9% | -1.6% | -0.3% | -1.0% |
| 30D | -8.2% | -4.0% | -4.2% | -6.1% |
| 3M | -1.3% | -0.5% | -0.8% | -1.3% |
| 6M | +2.6% | +6.5% | -3.9% | -1.8% |
| YTD | +19.4% | +6.2% | +13.2% | +14.0% |
| 1Y | -2.2% | +8.3% | -10.5% | -7.9% |
| 3Y | +106.0% | +62.5% | +43.5% | +49.4% |
| 5Y | +97.7% | +136.2% | -38.5% | +13.7% |
| 10Y | +560.5% | +301.4% | +259.1% | +179.4% |
| All | +1,468.2% | +694.2% | +774.0% | +390.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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