+1,468.2%
LYV vs AEHR
+2,452.3%
-984.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -1.9% | +9.8% | -11.7% | -2.7% |
| 30D | -8.2% | -26.7% | +18.5% | -6.3% |
| 3M | -1.3% | -8.1% | +6.8% | -2.8% |
| 6M | +2.6% | +123.1% | -120.5% | -7.8% |
| YTD | +19.4% | +369.0% | -349.6% | -0.6% |
| 1Y | -2.2% | +256.4% | -258.6% | -17.6% |
| 3Y | +106.0% | +96.4% | +9.7% | +70.9% |
| 5Y | +97.7% | +836.6% | -738.9% | +34.5% |
| 10Y | +560.5% | +3,718.1% | -3,157.6% | +248.1% |
| All | +1,468.2% | +2,452.3% | -984.1% | +529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling