+1,468.2%
LYV vs AME
+2,117.2%
-649.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | -2.5% |
| 7D | -1.9% | +1.7% | -3.7% | -3.3% |
| 30D | -8.2% | -6.4% | -1.8% | -3.6% |
| 3M | -1.3% | +7.1% | -8.3% | -7.4% |
| 6M | +2.6% | +8.2% | -5.6% | -5.1% |
| YTD | +19.4% | +18.2% | +1.2% | +2.3% |
| 1Y | -2.2% | +26.7% | -29.0% | -21.5% |
| 3Y | +106.0% | +60.7% | +45.3% | +32.9% |
| 5Y | +97.7% | +91.6% | +6.1% | +9.3% |
| 10Y | +560.5% | +441.1% | +119.5% | +49.1% |
| All | +1,468.2% | +2,117.2% | -649.0% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling