+168.2%
LYV vs ALC
+16.1%
+152.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.9% | -6.3% | +4.4% | +1.2% |
| 30D | -8.2% | -10.3% | +2.1% | -3.2% |
| 3M | -1.3% | -0.7% | -0.5% | -1.2% |
| 6M | +2.6% | -17.8% | +20.5% | +11.5% |
| YTD | +19.4% | -15.8% | +35.2% | +27.5% |
| 1Y | -2.2% | -16.7% | +14.5% | +4.4% |
| 3Y | +106.0% | -19.7% | +125.8% | +115.6% |
| 5Y | +97.7% | -19.8% | +117.5% | +103.2% |
| All | +168.2% | +16.1% | +152.1% | +111.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling