-6.7%
AXP vs LYV
+25.0%
-31.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.8% |
| 7D | +4.6% | +6.2% | -1.6% | +3.5% |
| 30D | +9.7% | +7.3% | +2.4% | +8.4% |
| 3M | -3.8% | -0.3% | -3.5% | -3.9% |
| 6M | +4.8% | +16.2% | -11.4% | +2.3% |
| YTD | -9.1% | +28.5% | -37.6% | -12.1% |
| 1Y | -6.7% | +21.5% | -28.2% | -9.5% |
| All | -6.7% | +25.0% | -31.7% | -9.5% |
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