+90.9%
LYV vs CHD
+20.9%
+70.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.9% | -4.5% | +2.5% | -1.5% |
| 30D | -8.2% | -6.7% | -1.5% | -7.6% |
| 3M | -1.3% | -2.7% | +1.5% | -1.0% |
| 6M | +2.6% | -4.9% | +7.5% | +3.0% |
| YTD | +19.4% | +13.3% | +6.1% | +18.4% |
| 1Y | -2.2% | +1.0% | -3.3% | -2.5% |
| 3Y | +106.0% | +1.3% | +104.7% | +105.7% |
| All | +90.9% | +20.9% | +70.1% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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