+361.6%
LRCX vs LYV
+109.4%
+252.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -3.1% | -1.9% | -1.1% | -2.2% |
| 30D | -8.6% | -8.2% | -0.4% | -5.0% |
| 3M | -17.7% | -1.3% | -16.4% | -18.1% |
| 6M | +36.4% | +2.6% | +33.7% | +32.8% |
| YTD | +74.5% | +19.4% | +55.1% | +57.1% |
| 1Y | +159.4% | -2.2% | +161.7% | +159.8% |
| 3Y | +361.6% | +106.0% | +255.5% | +183.5% |
| All | +361.6% | +109.4% | +252.2% | +183.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling