+101.5%
LYV vs AS
+125.3%
-23.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | -0.6% | -3.6% | +3.0% | 0.0% |
| 30D | +5.1% | +3.4% | +1.8% | +4.5% |
| 3M | -2.8% | -8.6% | +5.8% | -1.6% |
| 6M | +8.7% | -10.0% | +18.8% | +10.1% |
| YTD | +26.4% | -19.2% | +45.6% | +29.8% |
| 1Y | +28.2% | -3.8% | +32.0% | +28.0% |
| All | +101.5% | +125.3% | -23.8% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling