+1,468.2%
LYV vs HIG
+148.6%
+1,319.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -1.9% | -1.5% | -0.5% | -1.5% |
| 30D | -8.2% | -0.4% | -7.8% | -8.1% |
| 3M | -1.3% | +6.7% | -7.9% | -3.2% |
| 6M | +2.6% | +2.0% | +0.6% | +1.8% |
| YTD | +19.4% | +0.3% | +19.1% | +18.8% |
| 1Y | -2.2% | +4.2% | -6.4% | -4.0% |
| 3Y | +106.0% | +102.2% | +3.8% | +66.3% |
| 5Y | +97.7% | +118.5% | -20.8% | +56.0% |
| 10Y | +560.5% | +311.1% | +249.4% | +338.2% |
| All | +1,468.2% | +148.6% | +1,319.6% | +1,184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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