+21.5%
LYV vs LH
+44.2%
-22.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +1.5% |
| 7D | +6.2% | +2.1% | +4.1% | +5.6% |
| 30D | +7.3% | +19.2% | -11.8% | +2.8% |
| 3M | -0.3% | +18.0% | -18.3% | -4.3% |
| 6M | +16.2% | +46.1% | -29.8% | +5.5% |
| YTD | +28.5% | +47.7% | -19.1% | +15.3% |
| 1Y | +21.5% | +47.2% | -25.7% | +7.8% |
| All | +21.5% | +44.2% | -22.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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