-2.5%
IBM vs LYV
+6.6%
-9.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | -0.3% | -4.5% | +4.2% | +0.5% |
| 30D | +0.3% | -5.5% | +5.7% | +1.3% |
| 3M | -21.6% | +7.8% | -29.4% | -22.3% |
| 6M | -4.7% | +9.4% | -14.1% | -6.0% |
| YTD | -19.1% | +21.8% | -40.8% | -20.6% |
| 1Y | -2.5% | +6.5% | -9.0% | -3.4% |
| All | -2.5% | +6.6% | -9.1% | -3.4% |
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