+1,467.6%
LYV vs IAG
+213.3%
+1,254.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.2% |
| 7D | -4.2% | -4.1% | -0.1% | -3.9% |
| 30D | -7.2% | +10.6% | -17.9% | -8.0% |
| 3M | +1.5% | +35.4% | -33.8% | -1.2% |
| 6M | +2.7% | -9.5% | +12.3% | +2.9% |
| YTD | +19.4% | +21.8% | -2.5% | +16.4% |
| 1Y | -0.5% | +84.1% | -84.6% | -6.4% |
| 3Y | +110.1% | +817.4% | -707.2% | +70.5% |
| 5Y | +97.6% | +830.1% | -732.5% | +55.9% |
| 10Y | +560.2% | +413.8% | +146.4% | +410.3% |
| All | +1,467.6% | +213.3% | +1,254.3% | +963.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling