+222.0%
LHX vs LYV
+564.6%
-342.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -4.3% | -1.9% | -2.3% | -3.9% |
| 30D | -15.1% | -8.2% | -7.0% | -13.8% |
| 3M | -21.0% | -1.3% | -19.7% | -20.9% |
| 6M | -32.0% | +2.6% | -34.6% | -32.6% |
| YTD | -15.3% | +19.4% | -34.7% | -18.5% |
| 1Y | -11.1% | -2.2% | -8.8% | -11.4% |
| 3Y | +54.0% | +106.0% | -52.0% | +31.4% |
| 5Y | +17.1% | +97.7% | -80.5% | -3.6% |
| All | +222.0% | +564.6% | -342.6% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling