+102.5%
LYV vs ALHC
-33.8%
+136.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -1.9% | -6.9% | +4.9% | -1.1% |
| 30D | -8.2% | -6.7% | -1.5% | -7.5% |
| 3M | -1.3% | -37.7% | +36.4% | +3.5% |
| 6M | +2.6% | -30.0% | +32.6% | +5.2% |
| YTD | +19.4% | -36.2% | +55.6% | +23.3% |
| 1Y | -2.2% | -22.9% | +20.6% | -1.7% |
| 3Y | +106.0% | +138.4% | -32.3% | +65.0% |
| 5Y | +97.7% | -32.8% | +130.4% | +81.5% |
| All | +102.5% | -33.8% | +136.3% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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