+3.3%
DHR vs LYV
-0.4%
+3.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -1.9% | -1.7% | -3.4% |
| 30D | -2.7% | -8.2% | +5.4% | -1.8% |
| 3M | +10.9% | -1.3% | +12.2% | +11.3% |
| 6M | +3.0% | +2.6% | +0.4% | +2.7% |
| YTD | -12.2% | +19.4% | -31.6% | -12.3% |
| 1Y | +3.3% | -2.2% | +5.6% | -3.3% |
| All | +3.3% | -0.4% | +3.7% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling