+90.9%
LYV vs AUR
-35.1%
+126.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.1% |
| 7D | -1.9% | +1.4% | -3.4% | -2.1% |
| 30D | -8.2% | -6.4% | -1.8% | -7.7% |
| 3M | -1.3% | +7.7% | -9.0% | -2.8% |
| 6M | +2.6% | +44.5% | -41.9% | -3.3% |
| YTD | +19.4% | +67.4% | -48.0% | +10.0% |
| 1Y | -2.2% | +15.4% | -17.7% | -6.2% |
| 3Y | +106.0% | +94.8% | +11.2% | +67.4% |
| All | +90.9% | -35.1% | +126.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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