+599.4%
LYV vs AVAV
+495.1%
+104.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.6% | -2.4% |
| 7D | -3.8% | +3.2% | -7.0% | -4.5% |
| 30D | -5.7% | -20.3% | +14.7% | -1.1% |
| 3M | +6.9% | -19.4% | +26.3% | +9.9% |
| 6M | +9.2% | -35.3% | +44.4% | +16.4% |
| YTD | +19.6% | -38.5% | +58.1% | +25.8% |
| 1Y | +0.6% | -37.2% | +37.8% | +3.6% |
| 3Y | +110.6% | +31.1% | +79.5% | +66.7% |
| 5Y | +96.6% | +41.0% | +55.6% | +42.2% |
| 10Y | +546.4% | +508.8% | +37.6% | +168.5% |
| All | +599.4% | +495.1% | +104.3% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling