+31,776.8%
AVGO vs LYV
+2,684.8%
+29,092.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.1% | -1.9% | +3.1% | +1.8% |
| 30D | -13.0% | -8.2% | -4.8% | -10.6% |
| 3M | -6.0% | -1.3% | -4.7% | -6.1% |
| 6M | +6.4% | +2.6% | +3.8% | +4.4% |
| YTD | +5.0% | +19.4% | -14.4% | -2.6% |
| 1Y | +1.4% | -2.2% | +3.6% | +0.1% |
| 3Y | +336.8% | +106.0% | +230.8% | +231.4% |
| 5Y | +698.2% | +97.7% | +600.5% | +493.7% |
| 10Y | +2,837.0% | +560.5% | +2,276.5% | +1,220.4% |
| All | +31,776.8% | +2,684.8% | +29,092.0% | +10,091.0% |
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