+78.9%
INFY vs LYV
+564.6%
-485.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | -5.4% | -1.9% | -3.5% | -5.0% |
| 30D | -9.9% | -8.2% | -1.7% | -8.1% |
| 3M | -4.6% | -1.3% | -3.3% | -4.3% |
| 6M | -18.5% | +2.6% | -21.1% | -19.1% |
| YTD | -36.5% | +19.4% | -55.9% | -39.3% |
| 1Y | -32.8% | -2.2% | -30.5% | -33.0% |
| 3Y | -32.2% | +106.0% | -138.2% | -43.5% |
| 5Y | -44.7% | +97.7% | -142.3% | -55.0% |
| All | +78.9% | +564.6% | -485.8% | +9.3% |
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