+1,427.8%
JPM vs LYV
+1,446.8%
-19.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.7% | -1.9% | +1.3% | +0.1% |
| 30D | -2.5% | -8.2% | +5.7% | +0.6% |
| 3M | +14.1% | -1.3% | +15.4% | +14.2% |
| 6M | +25.1% | +2.6% | +22.5% | +22.8% |
| YTD | +12.1% | +19.4% | -7.3% | +3.4% |
| 1Y | +18.8% | -2.2% | +21.1% | +17.5% |
| 3Y | +163.4% | +106.0% | +57.4% | +93.2% |
| 5Y | +156.5% | +97.7% | +58.9% | +79.3% |
| 10Y | +595.1% | +560.5% | +34.6% | +171.2% |
| All | +1,427.8% | +1,446.8% | -19.0% | +265.7% |
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