+452.5%
PAYX vs LYV
+1,446.8%
-994.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.9% | -1.9% | -2.9% | -4.4% |
| 30D | -3.8% | -8.2% | +4.4% | -2.0% |
| 3M | +17.9% | -1.3% | +19.1% | +18.1% |
| 6M | +26.1% | +2.6% | +23.5% | +24.8% |
| YTD | +6.7% | +19.4% | -12.7% | +2.0% |
| 1Y | -10.7% | -2.2% | -8.5% | -11.2% |
| 3Y | +7.0% | +106.0% | -99.1% | -10.6% |
| 5Y | +22.6% | +97.7% | -75.1% | +0.8% |
| 10Y | +166.5% | +560.5% | -394.0% | +61.8% |
| All | +452.5% | +1,446.8% | -994.3% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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