+17.0%
HON vs LYV
+109.4%
-92.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -3.5% | -1.9% | -1.5% | -3.0% |
| 30D | -13.8% | -8.2% | -5.6% | -12.1% |
| 3M | -11.7% | -1.3% | -10.4% | -11.7% |
| 6M | -18.7% | +2.6% | -21.3% | -19.7% |
| YTD | +0.2% | +19.4% | -19.2% | -4.6% |
| 1Y | -3.1% | -2.2% | -0.8% | -2.9% |
| 3Y | +17.0% | +106.0% | -89.1% | -5.7% |
| All | +17.0% | +109.4% | -92.4% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling