+114.5%
AXP vs LYV
+98.5%
+16.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -2.5% | -5.3% | +2.9% | -0.4% |
| 30D | -5.0% | -7.9% | +2.9% | -2.0% |
| 3M | +1.4% | +4.5% | -3.2% | -0.7% |
| 6M | +6.0% | +2.5% | +3.5% | +4.1% |
| YTD | -12.3% | +19.3% | -31.6% | -19.5% |
| 1Y | +0.3% | -0.2% | +0.5% | -1.3% |
| 3Y | +111.7% | +110.0% | +1.6% | +52.5% |
| 5Y | +114.5% | +96.8% | +17.8% | +51.6% |
| All | +114.5% | +98.5% | +16.1% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling