+1,139.8%
HD vs LYV
+1,446.2%
-306.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -3.9% | -4.2% | +0.3% | -2.9% |
| 30D | -13.1% | -7.2% | -5.9% | -11.5% |
| 3M | -3.4% | +1.5% | -5.0% | -3.9% |
| 6M | -12.6% | +2.7% | -15.3% | -13.4% |
| YTD | -9.2% | +19.4% | -28.6% | -13.6% |
| 1Y | -23.9% | -0.5% | -23.4% | -24.5% |
| 3Y | +0.4% | +110.1% | -109.7% | -18.1% |
| 5Y | +4.5% | +97.6% | -93.1% | -16.4% |
| 10Y | +205.4% | +560.2% | -354.8% | +67.9% |
| All | +1,139.8% | +1,446.2% | -306.4% | +406.6% |
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