+143.8%
IBM vs LYV
+564.6%
-420.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +3.6% | -1.9% | +5.5% | +4.0% |
| 30D | +3.1% | -8.2% | +11.3% | +5.0% |
| 3M | -10.8% | -1.3% | -9.6% | -10.6% |
| 6M | -0.8% | +2.6% | -3.4% | -1.6% |
| YTD | -16.2% | +19.4% | -35.6% | -19.7% |
| 1Y | -2.9% | -2.2% | -0.6% | -3.2% |
| 3Y | +79.8% | +106.0% | -26.2% | +51.5% |
| 5Y | +124.9% | +97.7% | +27.2% | +82.7% |
| All | +143.8% | +564.6% | -420.8% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling