+575.2%
HLT vs LYV
+564.6%
+10.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.6% | -1.9% | +0.3% | -0.8% |
| 30D | -5.0% | -8.2% | +3.2% | -1.5% |
| 3M | -10.4% | -1.3% | -9.1% | -10.3% |
| 6M | +3.2% | +2.6% | +0.6% | +1.0% |
| YTD | +6.7% | +19.4% | -12.7% | -2.8% |
| 1Y | +10.3% | -2.2% | +12.5% | +8.9% |
| 3Y | +99.3% | +106.0% | -6.7% | +37.5% |
| 5Y | +143.7% | +97.7% | +46.0% | +65.7% |
| All | +575.2% | +564.6% | +10.6% | +194.2% |
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