+223.3%
HOOD vs LYV
+111.8%
+111.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.8% | -1.9% | -5.9% | -6.6% |
| 30D | +18.6% | -8.2% | +26.8% | +25.6% |
| 3M | +22.1% | -1.3% | +23.3% | +22.1% |
| 6M | +43.1% | +2.6% | +40.4% | +38.5% |
| YTD | -0.5% | +19.4% | -19.9% | -13.9% |
| 1Y | -4.4% | -2.2% | -2.2% | -5.9% |
| 3Y | +938.5% | +106.0% | +832.4% | +544.9% |
| 5Y | +173.4% | +97.7% | +75.8% | +109.8% |
| All | +223.3% | +111.8% | +111.5% | +168.3% |
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