+106.0%
LYV vs HAS
+45.4%
+60.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.2% |
| 7D | -4.2% | -3.1% | -1.1% | -3.7% |
| 30D | -7.2% | -6.4% | -0.8% | -6.2% |
| 3M | +1.5% | +10.4% | -8.8% | -0.3% |
| 6M | +2.7% | -3.7% | +6.4% | +3.0% |
| YTD | +19.4% | +12.5% | +6.9% | +16.2% |
| 1Y | -0.5% | +19.8% | -20.3% | -4.3% |
| All | +106.0% | +45.4% | +60.6% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 3y: compounded portfolio wealth divided by compounded HAS 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…
3y analysis · Full analysis span regression · 6 months rolling