+21.8%
ADM vs LYV
+109.4%
-87.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +2.5% | -1.9% | +4.4% | +2.9% |
| 30D | +9.5% | -8.2% | +17.6% | +11.1% |
| 3M | +10.6% | -1.3% | +11.9% | +10.6% |
| 6M | +24.0% | +2.6% | +21.4% | +22.8% |
| YTD | +54.0% | +19.4% | +34.6% | +47.4% |
| 1Y | +45.3% | -2.2% | +47.6% | +44.5% |
| 3Y | +21.8% | +106.0% | -84.3% | -1.8% |
| All | +21.8% | +109.4% | -87.6% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling