+549.4%
LYV vs ALB
+78.3%
+471.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.5% | +0.9% |
| 7D | -1.9% | -6.6% | +4.7% | -0.3% |
| 30D | -8.2% | -8.1% | -0.1% | -6.5% |
| 3M | -1.3% | -25.7% | +24.4% | +5.5% |
| 6M | +2.6% | -29.5% | +32.1% | +9.9% |
| YTD | +19.4% | -16.2% | +35.6% | +20.6% |
| 1Y | -2.2% | +59.2% | -61.5% | -18.9% |
| 3Y | +106.0% | -33.7% | +139.8% | +104.3% |
| 5Y | +97.7% | -48.1% | +145.8% | +100.0% |
| All | +549.4% | +78.3% | +471.2% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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