+7,300.1%
AXON vs LYV
+1,449.5%
+5,850.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -2.5% | -3.8% | +1.3% | -1.0% |
| 30D | -11.5% | -5.7% | -5.8% | -9.4% |
| 3M | +7.3% | +6.9% | +0.4% | +4.5% |
| 6M | -11.9% | +9.2% | -21.1% | -15.6% |
| YTD | -11.0% | +19.6% | -30.6% | -18.1% |
| 1Y | -31.8% | +0.6% | -32.4% | -32.9% |
| 3Y | +135.4% | +110.6% | +24.8% | +68.7% |
| 5Y | +176.9% | +96.6% | +80.2% | +97.8% |
| 10Y | +1,854.5% | +546.4% | +1,308.1% | +660.5% |
| All | +7,300.1% | +1,449.5% | +5,850.6% | +1,597.0% |
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