+874.0%
LYV vs ALLE
+258.4%
+615.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -3.8% | +2.8% | -6.6% | -5.3% |
| 30D | -5.7% | -7.6% | +2.0% | -1.4% |
| 3M | +6.9% | +22.8% | -15.9% | -6.0% |
| 6M | +9.2% | +4.6% | +4.6% | +5.1% |
| YTD | +19.6% | -1.2% | +20.8% | +18.2% |
| 1Y | +0.6% | -9.1% | +9.8% | +4.1% |
| 3Y | +110.6% | +50.0% | +60.6% | +55.8% |
| 5Y | +96.6% | +15.2% | +81.4% | +67.3% |
| 10Y | +546.4% | +151.1% | +395.3% | +242.3% |
| All | +874.0% | +258.4% | +615.6% | +331.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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