+1,146.5%
LYV vs AWK
+946.8%
+199.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.7% |
| 7D | -1.9% | -2.1% | +0.2% | -1.1% |
| 30D | -8.2% | +2.1% | -10.2% | -9.0% |
| 3M | -1.3% | +11.4% | -12.6% | -5.7% |
| 6M | +2.6% | +3.9% | -1.3% | +0.4% |
| YTD | +19.4% | +7.7% | +11.7% | +14.7% |
| 1Y | -2.2% | +1.3% | -3.5% | -4.0% |
| 3Y | +106.0% | +7.2% | +98.9% | +91.3% |
| 5Y | +97.7% | -17.0% | +114.7% | +104.0% |
| 10Y | +560.5% | +131.6% | +428.9% | +268.5% |
| All | +1,146.5% | +946.8% | +199.7% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling