-2.9%
ADSK vs LYV
+109.4%
-112.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.5% | -1.9% | -0.6% | -1.9% |
| 30D | -14.9% | -8.2% | -6.7% | -12.4% |
| 3M | +3.3% | -1.3% | +4.6% | +3.8% |
| 6M | -15.7% | +2.6% | -18.3% | -16.9% |
| YTD | -28.2% | +19.4% | -47.6% | -33.5% |
| 1Y | -34.5% | -2.2% | -32.3% | -34.2% |
| 3Y | -2.9% | +106.0% | -108.9% | -33.2% |
| All | -2.9% | +109.4% | -112.3% | -33.2% |
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 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