+18.7%
LHX vs LYV
+93.4%
-74.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -4.3% | -1.9% | -2.3% | -4.1% |
| 30D | -15.1% | -8.2% | -7.0% | -14.4% |
| 3M | -21.0% | -1.3% | -19.7% | -20.9% |
| 6M | -32.0% | +2.6% | -34.6% | -32.3% |
| YTD | -15.3% | +19.4% | -34.7% | -17.1% |
| 1Y | -11.1% | -2.2% | -8.8% | -11.3% |
| 3Y | +54.0% | +106.0% | -52.0% | +41.4% |
| All | +18.7% | +93.4% | -74.6% | +8.3% |
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 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