+71.9%
LYV vs LTH
+150.3%
-78.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -4.2% | -3.7% | -0.4% | -3.2% |
| 30D | -7.2% | -5.3% | -1.9% | -5.9% |
| 3M | +1.5% | +24.2% | -22.7% | -4.8% |
| 6M | +2.7% | +54.8% | -52.1% | -10.0% |
| YTD | +19.4% | +56.1% | -36.7% | +4.0% |
| 1Y | -0.5% | +45.5% | -46.0% | -11.7% |
| 3Y | +110.1% | +155.9% | -45.8% | +54.1% |
| All | +71.9% | +150.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling