-3.5%
GEHC vs LYV
+109.4%
-112.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -7.2% | -1.9% | -5.2% | -6.5% |
| 30D | -11.6% | -8.2% | -3.4% | -8.8% |
| 3M | -0.8% | -1.3% | +0.4% | -0.3% |
| 6M | -11.9% | +2.6% | -14.5% | -13.0% |
| YTD | -21.9% | +19.4% | -41.3% | -27.2% |
| 1Y | -17.8% | -2.2% | -15.6% | -17.3% |
| 3Y | -3.5% | +106.0% | -109.6% | -33.1% |
| All | -3.5% | +109.4% | -112.9% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling