+1,084.4%
ADP vs LYV
+1,445.4%
-361.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -5.7% | -5.3% | -0.3% | -4.6% |
| 30D | -3.1% | -7.9% | +4.8% | -1.4% |
| 3M | +15.6% | +4.5% | +11.1% | +14.5% |
| 6M | +20.8% | +2.5% | +18.3% | +19.7% |
| YTD | +4.7% | +19.3% | -14.5% | +0.3% |
| 1Y | -8.3% | -0.2% | -8.1% | -9.2% |
| 3Y | +13.6% | +110.0% | -96.5% | -4.8% |
| 5Y | +45.0% | +96.8% | -51.8% | +20.2% |
| 10Y | +279.0% | +559.9% | -280.9% | +136.6% |
| All | +1,084.4% | +1,445.4% | -361.0% | +492.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling