+18.7%
HOOD vs LYV
+6.6%
+12.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.3% |
| 7D | +17.1% | -4.5% | +21.6% | +18.9% |
| 30D | +31.6% | -5.5% | +37.0% | +34.0% |
| 3M | +38.2% | +7.8% | +30.5% | +34.0% |
| 6M | +48.5% | +9.4% | +39.2% | +42.0% |
| YTD | +8.0% | +21.8% | -13.8% | -0.7% |
| 1Y | +18.7% | +6.5% | +12.2% | +22.6% |
| All | +18.7% | +6.6% | +12.0% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling