+21.5%
LYV vs ARMK
+41.1%
-19.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.2% | +6.6% | +3.3% |
| 7D | +6.2% | -5.8% | +12.0% | +7.6% |
| 30D | +7.3% | -5.3% | +12.6% | +8.5% |
| 3M | -0.3% | -6.7% | +6.5% | +1.1% |
| 6M | +16.2% | +17.4% | -1.1% | +9.7% |
| YTD | +28.5% | +43.0% | -14.5% | +14.0% |
| 1Y | +21.5% | +40.3% | -18.8% | +8.3% |
| All | +21.5% | +41.1% | -19.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling