+2,969.7%
AXTI vs LYV
+1,446.8%
+1,522.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.1% | -1.9% | +7.0% | +5.6% |
| 30D | -17.5% | -8.2% | -9.3% | -15.5% |
| 3M | -26.7% | -1.3% | -25.4% | -27.3% |
| 6M | +36.8% | +2.6% | +34.2% | +34.0% |
| YTD | +296.1% | +19.4% | +276.7% | +271.5% |
| 1Y | +1,810.6% | -2.2% | +1,812.9% | +1,792.7% |
| 3Y | +2,587.6% | +106.0% | +2,481.5% | +2,024.6% |
| 5Y | +601.7% | +97.7% | +504.1% | +453.9% |
| 10Y | +1,460.7% | +560.5% | +900.2% | +773.0% |
| All | +2,969.7% | +1,446.8% | +1,522.9% | +1,191.1% |
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