+90.9%
LYV vs AME
+89.9%
+1.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | -1.9% |
| 7D | -1.9% | +1.7% | -3.7% | -3.0% |
| 30D | -8.2% | -6.4% | -1.8% | -4.6% |
| 3M | -1.3% | +7.1% | -8.3% | -6.1% |
| 6M | +2.6% | +8.2% | -5.6% | -3.4% |
| YTD | +19.4% | +18.2% | +1.2% | +5.5% |
| 1Y | -2.2% | +26.7% | -29.0% | -18.0% |
| 3Y | +106.0% | +60.7% | +45.3% | +40.9% |
| All | +90.9% | +89.9% | +1.1% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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