+21.5%
LYV vs AS
+3.3%
+18.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.4% |
| 7D | +6.2% | +13.8% | -7.6% | +3.4% |
| 30D | +7.3% | +16.7% | -9.3% | +4.0% |
| 3M | -0.3% | -11.5% | +11.2% | +2.0% |
| 6M | +16.2% | -5.5% | +21.8% | +17.0% |
| YTD | +28.5% | -14.2% | +42.7% | +29.5% |
| 1Y | +21.5% | +2.1% | +19.4% | +25.8% |
| All | +21.5% | +3.3% | +18.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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