+106.0%
LYV vs ALLY
+64.5%
+41.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -4.2% | -3.3% | -0.9% | -3.3% |
| 30D | -7.2% | -4.1% | -3.2% | -6.2% |
| 3M | +1.5% | +1.4% | +0.1% | +1.0% |
| 6M | +2.7% | +14.4% | -11.6% | -1.6% |
| YTD | +19.4% | -4.9% | +24.3% | +20.2% |
| 1Y | -0.5% | +5.5% | -6.0% | -3.2% |
| All | +106.0% | +64.5% | +41.5% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling