+806.0%
HON vs LYV
+1,446.8%
-640.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| 3M | -11.7% | -1.3% | -10.4% | -11.6% |
| 6M | -18.7% | +2.6% | -21.3% | -19.6% |
| YTD | +0.2% | +19.4% | -19.2% | -5.0% |
| 1Y | -3.1% | -2.2% | -0.8% | -3.7% |
| 3Y | +17.0% | +106.0% | -89.1% | -5.7% |
| 5Y | +2.0% | +97.7% | -95.6% | -19.9% |
| 10Y | +135.4% | +560.5% | -425.1% | +28.7% |
| All | +806.0% | +1,446.8% | -640.8% | +297.4% |
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