+1,468.2%
LYV vs AJG
+1,322.5%
+145.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.9% |
| 7D | -1.9% | -8.3% | +6.3% | +3.8% |
| 30D | -8.2% | -5.7% | -2.5% | -4.7% |
| 3M | -1.3% | +9.1% | -10.3% | -7.8% |
| 6M | +2.6% | +15.2% | -12.6% | -8.7% |
| YTD | +19.4% | -6.3% | +25.7% | +20.6% |
| 1Y | -2.2% | -19.1% | +16.9% | +8.8% |
| 3Y | +106.0% | +8.2% | +97.8% | +78.6% |
| 5Y | +97.7% | +75.6% | +22.0% | +16.1% |
| 10Y | +560.5% | +471.1% | +89.4% | +53.5% |
| All | +1,468.2% | +1,322.5% | +145.7% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling