+709.5%
LYV vs ARES
+1,107.9%
-398.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +1.1% |
| 7D | -4.2% | -7.7% | +3.5% | -1.4% |
| 30D | -7.2% | -8.7% | +1.5% | -4.3% |
| 3M | +1.5% | +2.8% | -1.3% | -0.4% |
| 6M | +2.7% | +23.1% | -20.3% | -7.0% |
| YTD | +19.4% | -17.3% | +36.6% | +24.3% |
| 1Y | -0.5% | -24.3% | +23.8% | +6.6% |
| 3Y | +110.1% | +34.9% | +75.2% | +73.4% |
| 5Y | +97.6% | +93.5% | +4.1% | +38.0% |
| 10Y | +560.2% | +969.2% | -408.9% | +181.7% |
| All | +709.5% | +1,107.9% | -398.4% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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