-60.9%
ADBE vs LYV
+93.4%
-154.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | -5.4% | -1.9% | -3.4% | -4.6% |
| 30D | -2.5% | -8.2% | +5.7% | +0.7% |
| 3M | +15.3% | -1.3% | +16.5% | +15.8% |
| 6M | -7.8% | +2.6% | -10.5% | -9.4% |
| YTD | -27.9% | +19.4% | -47.3% | -33.5% |
| 1Y | -28.0% | -2.2% | -25.8% | -28.4% |
| 3Y | -55.3% | +106.0% | -161.4% | -68.5% |
| All | -60.9% | +93.4% | -154.3% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling