+21.5%
LYV vs ALM
+44.8%
-23.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.3% | +2.3% |
| 7D | +6.2% | -6.4% | +12.6% | +6.6% |
| 30D | +7.3% | -35.0% | +42.3% | +10.1% |
| 3M | -0.3% | -33.8% | +33.5% | +1.6% |
| 6M | +16.2% | -55.0% | +71.3% | +20.6% |
| YTD | +28.5% | -0.2% | +28.8% | +28.1% |
| 1Y | +21.5% | +41.8% | -20.3% | +17.1% |
| All | +21.5% | +44.8% | -23.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling