+90.9%
LYV vs AWK
-17.6%
+108.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.4% |
| 7D | -1.9% | -2.1% | +0.2% | -1.5% |
| 30D | -8.2% | +2.1% | -10.2% | -8.6% |
| 3M | -1.3% | +11.4% | -12.6% | -3.6% |
| 6M | +2.6% | +3.9% | -1.3% | +1.5% |
| YTD | +19.4% | +7.7% | +11.7% | +16.9% |
| 1Y | -2.2% | +1.3% | -3.5% | -2.9% |
| 3Y | +106.0% | +7.2% | +98.9% | +96.3% |
| All | +90.9% | -17.6% | +108.5% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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