-6.8%
AVGO vs LYV
+25.0%
-31.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.1% |
| 7D | -7.5% | +6.2% | -13.7% | -7.7% |
| 30D | -10.2% | +7.3% | -17.5% | -10.4% |
| 3M | -22.0% | -0.3% | -21.7% | -22.0% |
| 6M | -21.6% | +16.2% | -37.8% | -22.8% |
| YTD | -5.4% | +28.5% | -34.0% | -7.0% |
| 1Y | -6.8% | +21.5% | -28.3% | -9.3% |
| All | -6.8% | +25.0% | -31.8% | -9.3% |
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