+735.6%
AXP vs LYV
+1,522.3%
-786.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -0.1% | +1.8% | -1.9% | -0.8% |
| 30D | +4.4% | +5.7% | -1.2% | +2.2% |
| 3M | -6.4% | -4.1% | -2.3% | -5.0% |
| 6M | +4.2% | +5.9% | -1.8% | +1.4% |
| YTD | -12.4% | +25.2% | -37.6% | -20.9% |
| 1Y | -11.1% | +30.4% | -41.5% | -21.2% |
| 3Y | +114.9% | +103.6% | +11.3% | +57.7% |
| 5Y | +87.4% | +58.9% | +28.5% | +46.6% |
| 10Y | +420.8% | +524.8% | -104.0% | +127.2% |
| All | +735.6% | +1,522.3% | -786.7% | +130.7% |
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 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