+90.9%
LYV vs HAS
+13.9%
+77.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -1.9% | -1.1% | -0.9% | -1.7% |
| 30D | -8.2% | -2.8% | -5.4% | -7.5% |
| 3M | -1.3% | +10.1% | -11.4% | -4.1% |
| 6M | +2.6% | -1.4% | +4.0% | +2.2% |
| YTD | +19.4% | +14.2% | +5.2% | +13.9% |
| 1Y | -2.2% | +18.2% | -20.4% | -7.9% |
| 3Y | +106.0% | +48.6% | +57.4% | +78.5% |
| All | +90.9% | +13.9% | +77.0% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling