+1,468.2%
LYV vs LH
+603.6%
+864.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.8% |
| 7D | -1.9% | -4.7% | +2.8% | +0.7% |
| 30D | -8.2% | -3.5% | -4.7% | -6.5% |
| 3M | -1.3% | +17.7% | -19.0% | -10.3% |
| 6M | +2.6% | +15.8% | -13.2% | -6.2% |
| YTD | +19.4% | +25.1% | -5.7% | +3.9% |
| 1Y | -2.2% | +12.5% | -14.7% | -10.0% |
| 3Y | +106.0% | +59.8% | +46.3% | +50.7% |
| 5Y | +97.7% | +27.1% | +70.6% | +60.6% |
| 10Y | +560.5% | +183.2% | +377.3% | +187.6% |
| All | +1,468.2% | +603.6% | +864.6% | +289.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling