+1,607.1%
AMAT vs LYV
+564.4%
+1,042.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | +4.2% | -4.2% | +8.3% | +5.9% |
| 30D | -13.5% | -7.2% | -6.3% | -11.0% |
| 3M | -8.6% | +1.5% | -10.1% | -9.8% |
| 6M | +31.6% | +2.7% | +28.8% | +28.6% |
| YTD | +77.3% | +19.4% | +57.9% | +61.8% |
| 1Y | +179.4% | -0.5% | +179.8% | +172.9% |
| 3Y | +215.0% | +110.1% | +104.9% | +118.6% |
| 5Y | +245.8% | +97.6% | +148.2% | +139.7% |
| All | +1,607.1% | +564.4% | +1,042.7% | +651.5% |
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 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