+1,471.0%
LYV vs ALK
+407.3%
+1,063.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.4% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | -5.7% | -18.5% | +12.8% | +2.8% |
| 3M | +6.9% | -3.6% | +10.4% | +6.5% |
| 6M | +9.2% | -3.7% | +12.9% | +6.7% |
| YTD | +19.6% | -19.0% | +38.6% | +24.3% |
| 1Y | +0.6% | -36.0% | +36.7% | +14.8% |
| 3Y | +110.6% | +2.3% | +108.3% | +77.7% |
| 5Y | +96.6% | -27.8% | +124.4% | +93.0% |
| 10Y | +546.4% | -39.0% | +585.4% | +508.0% |
| All | +1,471.0% | +407.3% | +1,063.6% | +314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling