-10.6%
BA vs LYV
+25.0%
-35.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.7% |
| 7D | +5.9% | +6.2% | -0.3% | +4.8% |
| 30D | -8.2% | +7.3% | -15.5% | -9.3% |
| 3M | -25.4% | -0.3% | -25.1% | -25.4% |
| 6M | -20.0% | +16.2% | -36.3% | -21.7% |
| YTD | -18.5% | +28.5% | -47.0% | -20.6% |
| 1Y | -10.6% | +21.5% | -32.1% | -13.1% |
| All | -10.6% | +25.0% | -35.6% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling