+94.1%
LYV vs AS
+120.4%
-26.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.8% |
| 7D | -4.5% | -4.9% | +0.4% | -3.7% |
| 30D | -5.5% | -19.6% | +14.1% | -2.0% |
| 3M | +7.8% | -14.4% | +22.1% | +10.3% |
| 6M | +9.4% | -20.1% | +29.5% | +12.9% |
| YTD | +21.8% | -20.9% | +42.7% | +25.7% |
| 1Y | +6.5% | -21.9% | +28.3% | +9.8% |
| All | +94.1% | +120.4% | -26.3% | +71.4% |
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