+101.5%
LYV vs AS
+131.9%
-30.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.5% |
| 7D | -1.6% | -3.0% | +1.4% | -1.2% |
| 30D | +6.2% | +9.6% | -3.4% | +4.5% |
| 3M | -1.7% | -8.2% | +6.5% | -0.6% |
| 6M | +10.5% | -9.9% | +20.4% | +11.9% |
| YTD | +26.4% | -16.8% | +43.2% | +29.2% |
| 1Y | +27.0% | +3.0% | +24.0% | +25.4% |
| All | +101.5% | +131.9% | -30.4% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling