+549.4%
LYV vs GME
+285.6%
+263.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | -1.9% | +10.4% | -12.3% | -2.4% |
| 30D | -8.2% | +14.1% | -22.3% | -8.8% |
| 3M | -1.3% | -4.6% | +3.4% | -1.1% |
| 6M | +2.6% | -13.5% | +16.1% | +3.1% |
| YTD | +19.4% | +5.3% | +14.1% | +18.8% |
| 1Y | -2.2% | -14.9% | +12.6% | -1.9% |
| 3Y | +106.0% | +24.3% | +81.8% | +91.8% |
| 5Y | +97.7% | -55.6% | +153.2% | +87.6% |
| All | +549.4% | +285.6% | +263.8% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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