-27.2%
JHX vs LYV
+93.4%
-120.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.3% | -1.9% | -4.4% | -5.6% |
| 30D | -7.7% | -8.2% | +0.4% | -4.8% |
| 3M | +19.2% | -1.3% | +20.4% | +19.5% |
| 6M | +38.3% | +2.6% | +35.7% | +36.7% |
| YTD | +37.2% | +19.4% | +17.8% | +28.1% |
| 1Y | +42.3% | -2.2% | +44.5% | +42.3% |
| 3Y | -4.4% | +106.0% | -110.4% | -28.2% |
| All | -27.2% | +93.4% | -120.5% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling