+1,468.2%
LYV vs GME
+713.3%
+754.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.3% |
| 7D | -1.9% | +10.4% | -12.3% | -2.8% |
| 30D | -8.2% | +14.1% | -22.3% | -9.3% |
| 3M | -1.3% | -4.6% | +3.4% | -1.0% |
| 6M | +2.6% | -13.5% | +16.1% | +3.6% |
| YTD | +19.4% | +5.3% | +14.1% | +18.3% |
| 1Y | -2.2% | -14.9% | +12.6% | -1.5% |
| 3Y | +106.0% | +24.3% | +81.8% | +78.3% |
| 5Y | +97.7% | -55.6% | +153.2% | +78.7% |
| 10Y | +560.5% | +288.5% | +272.1% | +87.6% |
| All | +1,468.2% | +713.3% | +754.9% | +307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling