+151.4%
ADBE vs LYV
+564.6%
-413.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | -5.4% | -1.9% | -3.4% | -4.8% |
| 30D | -2.5% | -8.2% | +5.7% | +0.1% |
| 3M | +15.3% | -1.3% | +16.5% | +15.8% |
| 6M | -7.8% | +2.6% | -10.5% | -9.1% |
| YTD | -27.9% | +19.4% | -47.3% | -32.5% |
| 1Y | -28.0% | -2.2% | -25.8% | -28.4% |
| 3Y | -55.3% | +106.0% | -161.4% | -65.6% |
| 5Y | -61.7% | +97.7% | -159.4% | -70.6% |
| All | +151.4% | +564.6% | -413.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 10y: compounded portfolio wealth divided by compounded LYV 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…
10y analysis · Full analysis span regression · 6 months rolling