+1,468.2%
LYV vs AU
+194.4%
+1,273.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.9% | -4.3% | +2.3% | -1.6% |
| 30D | -8.2% | +7.3% | -15.5% | -8.9% |
| 3M | -1.3% | +26.3% | -27.6% | -3.7% |
| 6M | +2.6% | +1.8% | +0.8% | +1.7% |
| YTD | +19.4% | +26.8% | -7.4% | +15.7% |
| 1Y | -2.2% | +66.7% | -68.9% | -8.0% |
| 3Y | +106.0% | +579.1% | -473.0% | +67.0% |
| 5Y | +97.7% | +689.3% | -591.7% | +54.6% |
| 10Y | +560.5% | +686.6% | -126.1% | +379.7% |
| All | +1,468.2% | +194.4% | +1,273.8% | +1,094.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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