+549.4%
LYV vs AJG
+473.1%
+76.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.7% |
| 7D | -1.9% | -8.3% | +6.3% | +2.8% |
| 30D | -8.2% | -5.7% | -2.5% | -5.3% |
| 3M | -1.3% | +9.1% | -10.3% | -6.7% |
| 6M | +2.6% | +15.2% | -12.6% | -6.8% |
| YTD | +19.4% | -6.3% | +25.7% | +21.2% |
| 1Y | -2.2% | -19.1% | +16.9% | +8.3% |
| 3Y | +106.0% | +8.2% | +97.8% | +81.2% |
| 5Y | +97.7% | +75.6% | +22.0% | +19.5% |
| All | +549.4% | +473.1% | +76.3% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling