+6.5%
LYV vs AVAV
-39.1%
+45.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -4.5% | -2.2% | -2.3% | -4.4% |
| 30D | -5.5% | -13.9% | +8.5% | -4.6% |
| 3M | +7.8% | -29.2% | +37.0% | +9.9% |
| 6M | +9.4% | -36.1% | +45.5% | +11.5% |
| YTD | +21.8% | -40.2% | +62.0% | +24.5% |
| 1Y | +6.5% | -36.2% | +42.7% | +17.9% |
| All | +6.5% | -39.1% | +45.5% | +17.9% |
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