+168.0%
LYV vs ALC
+20.4%
+147.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -5.3% | -5.3% | -0.1% | -2.8% |
| 30D | -7.9% | -7.1% | -0.9% | -4.6% |
| 3M | +4.5% | +0.8% | +3.7% | +3.7% |
| 6M | +2.5% | -16.0% | +18.5% | +10.3% |
| YTD | +19.3% | -12.7% | +32.0% | +25.3% |
| 1Y | -0.2% | -12.8% | +12.7% | +4.3% |
| 3Y | +110.0% | -15.8% | +125.9% | +114.4% |
| 5Y | +96.8% | -16.7% | +113.4% | +98.5% |
| All | +168.0% | +20.4% | +147.6% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling