+816.4%
LYV vs CNH
+59.0%
+757.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | -5.3% | +1.8% | -7.2% | -6.2% |
| 30D | -7.9% | +32.6% | -40.6% | -18.3% |
| 3M | +4.5% | +29.4% | -24.9% | -7.1% |
| 6M | +2.5% | +26.0% | -23.5% | -8.7% |
| YTD | +19.3% | +52.2% | -32.9% | -2.3% |
| 1Y | -0.2% | +23.9% | -24.0% | -11.6% |
| 3Y | +110.0% | +10.1% | +99.9% | +87.7% |
| 5Y | +96.8% | +13.2% | +83.6% | +68.8% |
| 10Y | +559.9% | +160.7% | +399.2% | +296.2% |
| All | +816.4% | +59.0% | +757.4% | +481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling