+0.2%
AXP vs LYV
-0.4%
+0.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.8% | -4.2% | +1.4% | -2.0% |
| 30D | -5.9% | -7.2% | +1.3% | -4.7% |
| 3M | +2.6% | +1.5% | +1.1% | +2.3% |
| 6M | +6.4% | +2.7% | +3.7% | +5.3% |
| YTD | -12.6% | +19.4% | -32.0% | -15.1% |
| 1Y | +0.2% | -0.5% | +0.7% | 0.0% |
| All | +0.2% | -0.4% | +0.7% | 0.0% |
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 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