-10.6%
ADSK vs LYV
+26.7%
-37.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | -0.1% |
| 7D | +11.3% | +1.9% | +9.4% | +10.9% |
| 30D | +16.4% | +5.5% | +10.9% | +15.2% |
| 3M | +12.1% | -1.2% | +13.4% | +12.1% |
| 6M | +7.9% | +15.3% | -7.3% | +6.2% |
| YTD | -9.1% | +27.2% | -36.3% | -12.0% |
| 1Y | -10.6% | +34.5% | -45.0% | -14.0% |
| All | -10.6% | +26.7% | -37.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling