+55.3%
HAL vs LYV
+1,446.2%
-1,390.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -3.3% | -4.2% | +0.9% | -1.8% |
| 30D | +7.2% | -7.2% | +14.4% | +10.0% |
| 3M | -8.8% | +1.5% | -10.3% | -9.7% |
| 6M | +3.0% | +2.7% | +0.2% | +0.8% |
| YTD | +29.4% | +19.4% | +10.0% | +19.4% |
| 1Y | +62.8% | -0.5% | +63.3% | +59.5% |
| 3Y | -6.4% | +110.1% | -116.6% | -31.7% |
| 5Y | +103.6% | +97.6% | +6.0% | +43.7% |
| 10Y | +4.3% | +560.2% | -555.9% | -51.7% |
| All | +55.3% | +1,446.2% | -1,390.8% | -55.7% |
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