+71.9%
LYV vs LTH
+150.5%
-78.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -4.0% | +2.1% | -0.8% |
| 30D | -8.2% | -5.3% | -2.9% | -6.9% |
| 3M | -1.3% | +19.0% | -20.3% | -6.4% |
| 6M | +2.6% | +55.8% | -53.2% | -10.3% |
| YTD | +19.4% | +56.1% | -36.7% | +4.0% |
| 1Y | -2.2% | +41.3% | -43.5% | -12.6% |
| 3Y | +106.0% | +156.6% | -50.6% | +50.9% |
| All | +71.9% | +150.5% | -78.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling