+21.5%
LYV vs AVAV
-68.0%
+89.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.3% | +10.7% | +3.0% |
| 7D | +6.2% | -10.1% | +16.3% | +7.0% |
| 30D | +7.3% | -18.7% | +26.0% | +8.9% |
| 3M | -0.3% | -33.0% | +32.7% | +2.6% |
| 6M | +16.2% | -37.2% | +53.4% | +19.4% |
| YTD | +28.5% | -53.2% | +81.7% | +32.4% |
| 1Y | +21.5% | -69.0% | +90.5% | +39.3% |
| All | +21.5% | -68.0% | +89.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling