+101.1%
AKAM vs LYV
+564.6%
-463.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +1.5% | -1.9% | +3.4% | +1.8% |
| 30D | -13.0% | -8.2% | -4.8% | -11.8% |
| 3M | -19.4% | -1.3% | -18.1% | -19.3% |
| 6M | +0.3% | +2.6% | -2.3% | -0.4% |
| YTD | +22.4% | +19.4% | +3.0% | +18.2% |
| 1Y | +34.8% | -2.2% | +37.1% | +34.4% |
| 3Y | +1.9% | +106.0% | -104.1% | -10.4% |
| 5Y | -4.6% | +97.7% | -102.3% | -17.2% |
| All | +101.1% | +564.6% | -463.5% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling