+311.3%
ARM vs LYV
+105.4%
+205.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.9% |
| 7D | +11.4% | -3.8% | +15.2% | +14.1% |
| 30D | -7.4% | -5.7% | -1.8% | -4.1% |
| 3M | -24.5% | +6.9% | -31.4% | -29.4% |
| 6M | +128.7% | +9.2% | +119.5% | +112.0% |
| YTD | +139.3% | +19.6% | +119.6% | +105.6% |
| 1Y | +88.0% | +0.6% | +87.3% | +83.7% |
| All | +311.3% | +105.4% | +205.9% | +124.2% |
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