+1,468.2%
LYV vs CHD
+1,392.7%
+75.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.9% | -4.5% | +2.5% | -0.1% |
| 30D | -8.2% | -6.7% | -1.5% | -5.6% |
| 3M | -1.3% | -2.7% | +1.5% | -0.4% |
| 6M | +2.6% | -4.9% | +7.5% | +4.3% |
| YTD | +19.4% | +13.3% | +6.1% | +12.4% |
| 1Y | -2.2% | +1.0% | -3.3% | -3.7% |
| 3Y | +106.0% | +1.3% | +104.7% | +97.9% |
| 5Y | +97.7% | +20.8% | +76.8% | +68.6% |
| 10Y | +560.5% | +126.1% | +434.4% | +226.5% |
| All | +1,468.2% | +1,392.7% | +75.5% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling