+21.5%
LYV vs USHY
+1.9%
+19.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +0.6% |
| 7D | +6.2% | -0.2% | +6.4% | +6.7% |
| 30D | +7.3% | +0.7% | +6.7% | +5.3% |
| 3M | -0.3% | -2.2% | +1.9% | +6.4% |
| 6M | +16.2% | -0.9% | +17.1% | +18.7% |
| YTD | +28.5% | +0.2% | +28.4% | +25.7% |
| 1Y | +21.5% | +1.7% | +19.8% | +11.1% |
| All | +21.5% | +1.9% | +19.7% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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