+47.5%
ASML vs LYV
+27.7%
+19.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +4.9% | +1.8% | +3.1% | +4.6% |
| 30D | -9.3% | +5.7% | -15.0% | -10.4% |
| 3M | -19.0% | -4.1% | -14.9% | -18.2% |
| 6M | -5.2% | +5.9% | -11.1% | -7.6% |
| YTD | +40.6% | +25.2% | +15.4% | +32.5% |
| 1Y | +47.5% | +30.4% | +17.1% | +38.5% |
| All | +47.5% | +27.7% | +19.8% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling