+90.7%
LYV vs AS
+114.1%
-23.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.3% |
| 7D | -3.8% | -2.6% | -1.2% | -3.4% |
| 30D | -5.7% | -22.1% | +16.5% | -1.7% |
| 3M | +6.9% | -15.3% | +22.2% | +9.6% |
| 6M | +9.2% | -15.6% | +24.7% | +11.8% |
| YTD | +19.6% | -23.2% | +42.8% | +24.1% |
| 1Y | +0.6% | -21.7% | +22.3% | +3.8% |
| All | +90.7% | +114.1% | -23.4% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling