+256.9%
HL vs LYV
+564.6%
-307.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | -1.9% | -2.4% | -3.8% |
| 30D | +9.3% | -8.2% | +17.5% | +12.3% |
| 3M | +32.0% | -1.3% | +33.2% | +32.6% |
| 6M | -6.4% | +2.6% | -9.0% | -7.1% |
| YTD | +3.1% | +19.4% | -16.3% | -2.1% |
| 1Y | +77.6% | -2.2% | +79.8% | +77.8% |
| 3Y | +392.8% | +106.0% | +286.8% | +293.9% |
| 5Y | +234.1% | +97.7% | +136.4% | +159.9% |
| All | +256.9% | +564.6% | -307.7% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling