+302.6%
LYV vs USHY
+49.7%
+252.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -0.7% | -1.2% | -0.4% |
| 30D | -8.2% | -0.7% | -7.5% | -6.7% |
| 3M | -1.3% | +0.1% | -1.3% | -1.4% |
| 6M | +2.6% | +1.8% | +0.8% | -1.1% |
| YTD | +19.4% | +1.8% | +17.6% | +15.1% |
| 1Y | -2.2% | +3.3% | -5.5% | -8.9% |
| 3Y | +106.0% | +27.0% | +79.1% | +21.8% |
| 5Y | +97.7% | +21.0% | +76.6% | +35.3% |
| All | +302.6% | +49.7% | +252.9% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling