+1,706.0%
DHR vs LYV
+1,446.8%
+259.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -1.9% | -1.7% | -3.3% |
| 30D | -2.7% | -8.2% | +5.4% | -1.1% |
| 3M | +10.9% | -1.3% | +12.2% | +11.2% |
| 6M | +3.0% | +2.6% | +0.4% | +2.2% |
| YTD | -12.2% | +19.4% | -31.6% | -15.6% |
| 1Y | +3.3% | -2.2% | +5.6% | +2.9% |
| 3Y | -8.2% | +106.0% | -114.3% | -21.7% |
| 5Y | -29.9% | +97.7% | -127.6% | -41.4% |
| 10Y | +208.5% | +560.5% | -352.0% | +87.2% |
| All | +1,706.0% | +1,446.8% | +259.2% | +785.9% |
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