+90.9%
LYV vs CNH
+8.8%
+82.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.9% | -5.7% | +3.8% | -0.2% |
| 30D | -8.2% | +26.6% | -34.8% | -15.5% |
| 3M | -1.3% | +31.1% | -32.3% | -10.8% |
| 6M | +2.6% | +24.9% | -22.3% | -6.5% |
| YTD | +19.4% | +48.7% | -29.3% | +1.7% |
| 1Y | -2.2% | +22.2% | -24.4% | -11.0% |
| 3Y | +106.0% | +7.4% | +98.6% | +91.7% |
| All | +90.9% | +8.8% | +82.1% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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