+106.0%
LYV vs AJG
+8.2%
+97.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | -1.9% | -8.3% | +6.3% | -0.1% |
| 30D | -8.2% | -5.7% | -2.5% | -7.0% |
| 3M | -1.3% | +9.1% | -10.3% | -2.9% |
| 6M | +2.6% | +15.2% | -12.6% | -0.3% |
| YTD | +19.4% | -6.3% | +25.7% | +22.1% |
| 1Y | -2.2% | -19.1% | +16.9% | +4.3% |
| 3Y | +106.0% | +8.2% | +97.8% | +101.1% |
| All | +106.0% | +8.2% | +97.9% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling