+97.6%
LYV vs ALK
-31.3%
+128.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -4.2% | -3.1% | -1.1% | -3.2% |
| 30D | -7.2% | -17.1% | +9.9% | -1.2% |
| 3M | +1.5% | -3.8% | +5.3% | +1.6% |
| 6M | +2.7% | -5.3% | +8.0% | +1.5% |
| YTD | +19.4% | -20.3% | +39.6% | +24.1% |
| 1Y | -0.5% | -36.0% | +35.5% | +12.2% |
| 3Y | +110.1% | +0.8% | +109.4% | +74.7% |
| 5Y | +97.6% | -28.5% | +126.1% | +103.0% |
| All | +97.6% | -31.3% | +128.9% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 5y: compounded portfolio wealth divided by compounded ALK 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…
5y analysis · Full analysis span regression · 6 months rolling