+106.0%
LYV vs ARMK
+127.5%
-21.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -1.1% |
| 7D | -1.9% | +3.1% | -5.0% | -3.0% |
| 30D | -8.2% | -2.8% | -5.4% | -7.3% |
| 3M | -1.3% | +7.6% | -8.9% | -4.0% |
| 6M | +2.6% | +47.9% | -45.3% | -11.2% |
| YTD | +19.4% | +60.0% | -40.6% | 0.0% |
| 1Y | -2.2% | +52.2% | -54.5% | -16.8% |
| 3Y | +106.0% | +131.4% | -25.4% | +47.7% |
| All | +106.0% | +127.5% | -21.5% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling