+1,468.2%
LYV vs AIG
-90.4%
+1,558.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.9% | -1.2% | -0.8% | -1.6% |
| 30D | -8.2% | -1.1% | -7.1% | -7.9% |
| 3M | -1.3% | +0.7% | -1.9% | -1.6% |
| 6M | +2.6% | -2.2% | +4.8% | +3.0% |
| YTD | +19.4% | -10.8% | +30.2% | +22.6% |
| 1Y | -2.2% | -2.0% | -0.2% | -2.3% |
| 3Y | +106.0% | +34.8% | +71.2% | +87.7% |
| 5Y | +97.7% | +55.0% | +42.6% | +72.7% |
| 10Y | +560.5% | +65.1% | +495.5% | +454.5% |
| All | +1,468.2% | -90.4% | +1,558.6% | +2,682.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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