+72.8%
HCA vs LYV
+93.4%
-20.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +5.4% | -1.9% | +7.3% | +5.8% |
| 30D | +3.0% | -8.2% | +11.2% | +4.5% |
| 3M | +13.0% | -1.3% | +14.3% | +13.0% |
| 6M | -20.3% | +2.6% | -22.9% | -21.0% |
| YTD | -8.2% | +19.4% | -27.6% | -11.8% |
| 1Y | +6.7% | -2.2% | +8.9% | +6.4% |
| 3Y | +60.4% | +106.0% | -45.7% | +32.9% |
| All | +72.8% | +93.4% | -20.6% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling