+227.2%
AMAT vs LYV
+109.2%
+118.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +6.9% | -5.3% | +12.3% | +9.1% |
| 30D | -10.1% | -7.9% | -2.2% | -7.4% |
| 3M | -6.0% | +4.5% | -10.5% | -8.7% |
| 6M | +38.6% | +2.5% | +36.1% | +35.2% |
| YTD | +83.1% | +19.3% | +63.8% | +66.7% |
| 1Y | +188.3% | -0.2% | +188.5% | +184.2% |
| All | +227.2% | +109.2% | +118.0% | +104.0% |
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 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