+90.3%
LYV vs AS
+109.5%
-19.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | -1.9% | -4.9% | +3.0% | -1.1% |
| 30D | -8.2% | -15.0% | +6.8% | -5.7% |
| 3M | -1.3% | -21.2% | +19.9% | +2.5% |
| 6M | +2.6% | -16.0% | +18.6% | +5.2% |
| YTD | +19.4% | -24.8% | +44.2% | +24.3% |
| 1Y | -2.2% | -24.1% | +21.8% | +1.3% |
| All | +90.3% | +109.5% | -19.1% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling