+465.4%
AXP vs LYV
+564.6%
-99.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.5% | -1.9% | +1.5% | +0.4% |
| 30D | -5.6% | -8.2% | +2.6% | -1.9% |
| 3M | +2.2% | -1.3% | +3.5% | +2.5% |
| 6M | +6.7% | +2.6% | +4.1% | +4.4% |
| YTD | -11.5% | +19.4% | -30.9% | -20.0% |
| 1Y | -0.4% | -2.2% | +1.9% | -1.6% |
| 3Y | +113.0% | +106.0% | +7.0% | +45.3% |
| 5Y | +117.4% | +97.7% | +19.7% | +42.3% |
| All | +465.4% | +564.6% | -99.3% | +116.7% |
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