+1,471.0%
LYV vs HAS
+738.8%
+732.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.5% |
| 7D | -3.8% | -3.1% | -0.7% | -2.2% |
| 30D | -5.7% | -2.7% | -2.9% | -4.3% |
| 3M | +6.9% | +8.9% | -2.1% | +1.2% |
| 6M | +9.2% | -2.9% | +12.1% | +8.8% |
| YTD | +19.6% | +12.6% | +7.0% | +9.2% |
| 1Y | +0.6% | +17.5% | -16.8% | -10.7% |
| 3Y | +110.6% | +46.2% | +64.4% | +54.0% |
| 5Y | +96.6% | +12.6% | +84.0% | +61.6% |
| 10Y | +546.4% | +55.7% | +490.7% | +265.9% |
| All | +1,471.0% | +738.8% | +732.2% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling