+490.8%
CRH vs LYV
+1,446.8%
-956.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -1.9% | -4.1% | -5.5% |
| 30D | -9.3% | -8.2% | -1.1% | -6.7% |
| 3M | -15.2% | -1.3% | -13.9% | -15.0% |
| 6M | -14.2% | +2.6% | -16.8% | -15.3% |
| YTD | -28.3% | +19.4% | -47.7% | -32.7% |
| 1Y | -21.8% | -2.2% | -19.5% | -22.2% |
| 3Y | +71.6% | +106.0% | -34.4% | +33.2% |
| 5Y | +96.6% | +97.7% | -1.1% | +48.6% |
| 10Y | +253.8% | +560.5% | -306.7% | +68.9% |
| All | +490.8% | +1,446.8% | -956.0% | +95.7% |
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