+223.0%
LYV vs GH
+467.1%
-244.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | -1.9% | -2.5% | +0.6% | -1.6% |
| 30D | -8.2% | -4.7% | -3.5% | -7.7% |
| 3M | -1.3% | +20.2% | -21.5% | -4.6% |
| 6M | +2.6% | +78.8% | -76.2% | -7.4% |
| YTD | +19.4% | +54.1% | -34.7% | +9.9% |
| 1Y | -2.2% | +177.1% | -179.3% | -18.8% |
| 3Y | +106.0% | +371.6% | -265.6% | +48.6% |
| 5Y | +97.7% | +21.9% | +75.8% | +63.0% |
| All | +223.0% | +467.1% | -244.1% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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