+21.5%
LYV vs ALC
+4.2%
+17.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +1.6% |
| 7D | +6.2% | +10.7% | -4.5% | +4.9% |
| 30D | +7.3% | +20.2% | -12.8% | +5.2% |
| 3M | -0.3% | +8.9% | -9.2% | -1.4% |
| 6M | +16.2% | +5.7% | +10.5% | +14.0% |
| YTD | +28.5% | -1.4% | +30.0% | +26.9% |
| 1Y | +21.5% | +4.7% | +16.8% | +16.2% |
| All | +21.5% | +4.2% | +17.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling