+63.3%
ADM vs LYV
+93.4%
-30.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +2.5% | -1.9% | +4.4% | +2.8% |
| 30D | +9.5% | -8.2% | +17.6% | +10.9% |
| 3M | +10.6% | -1.3% | +11.9% | +10.6% |
| 6M | +24.0% | +2.6% | +21.4% | +23.0% |
| YTD | +54.0% | +19.4% | +34.6% | +48.7% |
| 1Y | +45.3% | -2.2% | +47.6% | +44.7% |
| 3Y | +21.8% | +106.0% | -84.3% | +6.4% |
| All | +63.3% | +93.4% | -30.0% | +42.8% |
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 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