+5,706.3%
ANET vs LYV
+601.9%
+5,104.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +3.0% | -1.9% | +4.9% | +3.8% |
| 30D | -5.2% | -8.2% | +3.0% | -2.2% |
| 3M | +27.6% | -1.3% | +28.9% | +27.4% |
| 6M | +44.4% | +2.6% | +41.8% | +41.2% |
| YTD | +52.3% | +19.4% | +32.9% | +39.7% |
| 1Y | +30.4% | -2.2% | +32.7% | +28.8% |
| 3Y | +313.3% | +106.0% | +207.2% | +201.8% |
| 5Y | +810.0% | +97.7% | +712.4% | +556.6% |
| 10Y | +3,903.8% | +560.5% | +3,343.3% | +1,287.5% |
| All | +5,706.3% | +601.9% | +5,104.3% | +1,777.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling