+90.9%
LYV vs ATI
+1,029.4%
-938.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.9% | -5.6% | +3.7% | -0.5% |
| 30D | -8.2% | -13.7% | +5.5% | -4.8% |
| 3M | -1.3% | -0.4% | -0.9% | -1.9% |
| 6M | +2.6% | +26.2% | -23.6% | -4.9% |
| YTD | +19.4% | +73.2% | -53.8% | +1.6% |
| 1Y | -2.2% | +161.6% | -163.9% | -26.2% |
| 3Y | +106.0% | +346.2% | -240.1% | +26.5% |
| All | +90.9% | +1,029.4% | -938.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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