+628.1%
AZN vs LYV
+1,446.8%
-818.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -1.9% | +0.4% | -1.3% |
| 30D | +1.1% | -8.2% | +9.2% | +2.3% |
| 3M | -12.1% | -1.3% | -10.9% | -12.1% |
| 6M | -17.1% | +2.6% | -19.7% | -17.7% |
| YTD | -12.0% | +19.4% | -31.4% | -14.6% |
| 1Y | -0.2% | -2.2% | +2.0% | -0.5% |
| 3Y | +26.8% | +106.0% | -79.3% | +12.1% |
| 5Y | +56.9% | +97.7% | -40.8% | +36.1% |
| 10Y | +226.7% | +560.5% | -333.8% | +121.2% |
| All | +628.1% | +1,446.8% | -818.7% | +289.5% |
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