+938.5%
HOOD vs LYV
+109.4%
+829.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.8% | -1.9% | -5.9% | -6.4% |
| 30D | +18.6% | -8.2% | +26.8% | +26.7% |
| 3M | +22.1% | -1.3% | +23.3% | +21.9% |
| 6M | +43.1% | +2.6% | +40.4% | +37.3% |
| YTD | -0.5% | +19.4% | -19.9% | -17.2% |
| 1Y | -4.4% | -2.2% | -2.2% | -4.9% |
| 3Y | +938.5% | +106.0% | +832.4% | +519.4% |
| All | +938.5% | +109.4% | +829.1% | +519.4% |
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 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