+34.5%
LYV vs HUBB
-7.9%
+42.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -0.6% |
| 7D | +1.9% | -4.4% | +6.4% | +2.4% |
| 30D | +5.5% | -13.7% | +19.2% | +7.2% |
| 3M | -1.2% | -18.2% | +17.0% | +1.1% |
| 6M | +15.3% | -17.0% | +32.3% | +17.7% |
| YTD | +27.2% | -4.9% | +32.1% | +20.8% |
| 1Y | +34.5% | -9.4% | +43.9% | +31.0% |
| All | +34.5% | -7.9% | +42.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling