+396.5%
DHI vs LYV
+1,446.8%
-1,050.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.4% | -1.9% | -1.5% | -2.6% |
| 30D | -5.4% | -8.2% | +2.8% | -2.1% |
| 3M | -10.4% | -1.3% | -9.2% | -10.1% |
| 6M | -2.8% | +2.6% | -5.4% | -4.4% |
| YTD | -3.4% | +19.4% | -22.8% | -11.2% |
| 1Y | -22.9% | -2.2% | -20.7% | -23.6% |
| 3Y | +20.7% | +106.0% | -85.4% | -14.3% |
| 5Y | +62.1% | +97.7% | -35.5% | +11.7% |
| 10Y | +410.4% | +560.5% | -150.1% | +80.4% |
| All | +396.5% | +1,446.8% | -1,050.4% | +1.8% |
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