+394.0%
CAH vs LYV
+93.4%
+300.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -5.1% | -1.9% | -3.2% | -4.9% |
| 30D | +0.2% | -8.2% | +8.4% | +0.9% |
| 3M | +6.3% | -1.3% | +7.6% | +6.4% |
| 6M | +9.4% | +2.6% | +6.8% | +9.0% |
| YTD | +15.0% | +19.4% | -4.4% | +12.9% |
| 1Y | +55.4% | -2.2% | +57.7% | +55.6% |
| 3Y | +173.8% | +106.0% | +67.8% | +152.4% |
| All | +394.0% | +93.4% | +300.6% | +351.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling