+1,468.2%
LYV vs AGI
+725.2%
+743.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -1.9% | -2.7% | +0.8% | -1.8% |
| 30D | -8.2% | +7.2% | -15.4% | -8.6% |
| 3M | -1.3% | +4.3% | -5.5% | -1.7% |
| 6M | +2.6% | -27.1% | +29.7% | +4.1% |
| YTD | +19.4% | -6.6% | +26.0% | +19.3% |
| 1Y | -2.2% | +9.5% | -11.8% | -3.4% |
| 3Y | +106.0% | +208.4% | -102.4% | +91.2% |
| 5Y | +97.7% | +401.6% | -304.0% | +77.5% |
| 10Y | +560.5% | +387.3% | +173.2% | +471.1% |
| All | +1,468.2% | +725.2% | +743.0% | +944.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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