+497.6%
LYV vs INVH
+75.4%
+422.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.9% | -3.0% | +1.1% | -0.4% |
| 30D | -8.2% | -7.5% | -0.7% | -4.4% |
| 3M | -1.3% | -5.5% | +4.3% | +1.6% |
| 6M | +2.6% | +11.7% | -9.1% | -3.7% |
| YTD | +19.4% | +1.3% | +18.1% | +17.5% |
| 1Y | -2.2% | -6.1% | +3.8% | -0.1% |
| 3Y | +106.0% | -9.8% | +115.8% | +110.6% |
| 5Y | +97.7% | -19.7% | +117.3% | +113.3% |
| All | +497.6% | +75.4% | +422.3% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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