+1,787.9%
AXON vs LYV
+564.6%
+1,223.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -7.0% | -1.9% | -5.1% | -6.4% |
| 30D | -20.1% | -8.2% | -11.9% | -17.5% |
| 3M | +7.4% | -1.3% | +8.7% | +8.0% |
| 6M | -7.4% | +2.6% | -10.0% | -8.8% |
| YTD | -15.6% | +19.4% | -35.0% | -21.8% |
| 1Y | -36.2% | -2.2% | -33.9% | -36.5% |
| 3Y | +124.8% | +106.0% | +18.8% | +65.9% |
| 5Y | +166.6% | +97.7% | +68.9% | +96.0% |
| All | +1,787.9% | +564.6% | +1,223.3% | +729.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling