+106.0%
LYV vs ALHC
+143.4%
-37.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.9% | -6.9% | +4.9% | -1.5% |
| 30D | -8.2% | -6.7% | -1.5% | -7.8% |
| 3M | -1.3% | -37.7% | +36.4% | +1.1% |
| 6M | +2.6% | -30.0% | +32.6% | +4.1% |
| YTD | +19.4% | -36.2% | +55.6% | +21.5% |
| 1Y | -2.2% | -22.9% | +20.6% | -1.7% |
| 3Y | +106.0% | +138.4% | -32.3% | +82.9% |
| All | +106.0% | +143.4% | -37.4% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling