+549.4%
LYV vs ARMK
+146.1%
+403.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -1.6% |
| 7D | -1.9% | +3.1% | -5.0% | -3.6% |
| 30D | -8.2% | -2.8% | -5.4% | -6.9% |
| 3M | -1.3% | +7.6% | -8.9% | -5.5% |
| 6M | +2.6% | +47.9% | -45.3% | -17.3% |
| YTD | +19.4% | +60.0% | -40.6% | -8.2% |
| 1Y | -2.2% | +52.2% | -54.5% | -23.1% |
| 3Y | +106.0% | +131.4% | -25.4% | +24.7% |
| 5Y | +97.7% | +163.2% | -65.6% | +10.4% |
| All | +549.4% | +146.1% | +403.4% | +267.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling