+90.9%
LYV vs IAG
+820.9%
-730.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -1.9% | -1.1% | -0.9% | -1.8% |
| 30D | -8.2% | +12.1% | -20.3% | -9.2% |
| 3M | -1.3% | +25.5% | -26.8% | -3.7% |
| 6M | +2.6% | -7.1% | +9.7% | +2.4% |
| YTD | +19.4% | +22.9% | -3.5% | +15.9% |
| 1Y | -2.2% | +83.3% | -85.6% | -8.8% |
| 3Y | +106.0% | +808.5% | -702.5% | +59.6% |
| All | +90.9% | +820.9% | -730.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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