+106.0%
LYV vs AFRM
+194.5%
-88.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.2% | -8.5% | +4.3% | -3.3% |
| 30D | -7.2% | -11.4% | +4.1% | -6.1% |
| 3M | +1.5% | +8.2% | -6.7% | +0.5% |
| 6M | +2.7% | +36.6% | -33.9% | -1.1% |
| YTD | +19.4% | -8.7% | +28.0% | +19.1% |
| 1Y | -0.5% | -19.9% | +19.4% | +0.2% |
| All | +106.0% | +194.5% | -88.5% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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