+124.6%
AXON vs LYV
+109.3%
+15.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -11.0% | -4.2% | -6.8% | -9.6% |
| 30D | -24.7% | -7.2% | -17.5% | -22.8% |
| 3M | +7.0% | +1.5% | +5.4% | +6.6% |
| 6M | -9.6% | +2.7% | -12.4% | -10.8% |
| YTD | -15.7% | +19.4% | -35.0% | -21.7% |
| 1Y | -35.9% | -0.5% | -35.5% | -36.4% |
| All | +124.6% | +109.3% | +15.3% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling