+34.8%
AKAM vs LYV
-0.4%
+35.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.9% |
| 3M | -19.4% | -1.3% | -18.1% | -19.2% |
| 6M | +0.3% | +2.6% | -2.3% | -0.6% |
| YTD | +22.4% | +19.4% | +3.0% | +19.4% |
| 1Y | +34.8% | -2.2% | +37.1% | +23.5% |
| All | +34.8% | -0.4% | +35.3% | +23.5% |
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