+812.5%
LYV vs AR
-27.8%
+840.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -5.3% | -1.2% | -4.2% | -5.2% |
| 30D | -7.9% | +5.5% | -13.5% | -8.7% |
| 3M | +4.5% | +12.9% | -8.4% | +2.4% |
| 6M | +2.5% | +0.1% | +2.5% | +1.9% |
| YTD | +19.3% | +13.5% | +5.8% | +16.0% |
| 1Y | -0.2% | +21.6% | -21.7% | -4.3% |
| 3Y | +110.0% | +46.0% | +64.0% | +91.8% |
| 5Y | +96.8% | +143.7% | -46.9% | +60.3% |
| 10Y | +559.9% | +44.3% | +515.6% | +397.1% |
| All | +812.5% | -27.8% | +840.2% | +660.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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