+659.3%
CAH vs LYV
+1,446.8%
-787.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -5.1% | -1.9% | -3.2% | -4.8% |
| 30D | +0.2% | -8.2% | +8.4% | +1.7% |
| 3M | +6.3% | -1.3% | +7.6% | +6.4% |
| 6M | +9.4% | +2.6% | +6.8% | +8.5% |
| YTD | +15.0% | +19.4% | -4.4% | +10.7% |
| 1Y | +55.4% | -2.2% | +57.7% | +54.6% |
| 3Y | +173.8% | +106.0% | +67.8% | +134.9% |
| 5Y | +395.2% | +97.7% | +297.5% | +315.1% |
| 10Y | +293.2% | +560.5% | -267.3% | +150.2% |
| All | +659.3% | +1,446.8% | -787.5% | +263.2% |
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