+55.5%
JHX vs LYV
+6.6%
+48.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.6% |
| 7D | +1.5% | -4.5% | +6.0% | +3.6% |
| 30D | +7.2% | -5.5% | +12.6% | +9.9% |
| 3M | +29.9% | +7.8% | +22.2% | +25.0% |
| 6M | +35.4% | +9.4% | +26.0% | +29.3% |
| YTD | +46.5% | +21.8% | +24.7% | +35.5% |
| 1Y | +55.5% | +6.5% | +49.1% | +48.8% |
| All | +55.5% | +6.6% | +48.9% | +48.8% |
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