+215.3%
LYV vs JAAA
+29.4%
+185.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | -0.1% |
| 7D | -1.9% | +0.1% | -2.0% | -2.1% |
| 30D | -8.2% | +0.5% | -8.7% | -9.0% |
| 3M | -1.3% | +1.3% | -2.5% | -3.4% |
| 6M | +2.6% | +2.8% | -0.2% | -2.1% |
| YTD | +19.4% | +3.3% | +16.1% | +13.1% |
| 1Y | -2.2% | +4.9% | -7.2% | -9.6% |
| 3Y | +106.0% | +19.0% | +87.1% | +74.2% |
| 5Y | +97.7% | +26.9% | +70.8% | +61.7% |
| All | +215.3% | +29.4% | +185.9% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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