+90.9%
LYV vs AEHR
+817.5%
-726.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -1.9% | +9.8% | -11.7% | -2.8% |
| 30D | -8.2% | -26.7% | +18.5% | -6.1% |
| 3M | -1.3% | -8.1% | +6.8% | -2.9% |
| 6M | +2.6% | +123.1% | -120.5% | -9.9% |
| YTD | +19.4% | +369.0% | -349.6% | -4.6% |
| 1Y | -2.2% | +256.4% | -258.6% | -20.7% |
| 3Y | +106.0% | +96.4% | +9.7% | +66.3% |
| All | +90.9% | +817.5% | -726.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 5y: compounded portfolio wealth divided by compounded AEHR 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…
5y analysis · Full analysis span regression · 6 months rolling