+1,467.6%
LYV vs ALB
+778.4%
+689.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.3% |
| 7D | -4.2% | -7.6% | +3.4% | -1.2% |
| 30D | -7.2% | -5.6% | -1.6% | -5.5% |
| 3M | +1.5% | -16.8% | +18.4% | +7.8% |
| 6M | +2.7% | -26.3% | +29.1% | +12.4% |
| YTD | +19.4% | -13.2% | +32.6% | +19.0% |
| 1Y | -0.5% | +68.8% | -69.3% | -28.1% |
| 3Y | +110.1% | -30.7% | +140.8% | +93.3% |
| 5Y | +97.6% | -46.3% | +143.9% | +84.7% |
| 10Y | +560.2% | +81.7% | +478.6% | +150.1% |
| All | +1,467.6% | +778.4% | +689.1% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling