+549.4%
LYV vs AZO
+296.8%
+252.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.9% | -3.6% | +1.6% | -0.6% |
| 30D | -8.2% | -5.6% | -2.6% | -6.3% |
| 3M | -1.3% | -6.6% | +5.4% | +0.8% |
| 6M | +2.6% | -22.5% | +25.1% | +11.9% |
| YTD | +19.4% | -15.2% | +34.6% | +25.2% |
| 1Y | -2.2% | -33.9% | +31.7% | +12.8% |
| 3Y | +106.0% | +11.8% | +94.2% | +90.1% |
| 5Y | +97.7% | +85.5% | +12.1% | +45.5% |
| All | +549.4% | +296.8% | +252.6% | +290.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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