+2,870.8%
PH vs LYV
+1,446.8%
+1,423.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.3% | -1.9% | +0.6% | -0.7% |
| 30D | -11.0% | -8.2% | -2.8% | -8.5% |
| 3M | +5.5% | -1.3% | +6.8% | +5.6% |
| 6M | +1.5% | +2.6% | -1.1% | -0.2% |
| YTD | +8.8% | +19.4% | -10.6% | +1.5% |
| 1Y | +24.5% | -2.2% | +26.7% | +23.4% |
| 3Y | +141.2% | +106.0% | +35.1% | +86.2% |
| 5Y | +256.3% | +97.7% | +158.6% | +168.3% |
| 10Y | +813.3% | +560.5% | +252.8% | +351.6% |
| All | +2,870.8% | +1,446.8% | +1,423.9% | +1,037.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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