+147.1%
AMAT vs LYV
+57.8%
+89.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | +11.4% | +1.8% | +9.5% | +10.5% |
| 30D | -17.0% | +5.7% | -22.7% | -19.2% |
| 3M | -30.6% | -4.1% | -26.5% | -29.6% |
| 6M | -14.9% | +5.9% | -20.9% | -18.2% |
| YTD | +44.7% | +25.2% | +19.5% | +27.2% |
| 1Y | +66.9% | +30.4% | +36.5% | +43.4% |
| 3Y | +153.3% | +103.6% | +49.7% | +65.1% |
| All | +147.1% | +57.8% | +89.3% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling