+75.8%
BA vs LYV
+564.6%
-488.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.7% |
| 7D | -0.8% | -1.9% | +1.1% | +0.2% |
| 30D | -9.0% | -8.2% | -0.8% | -4.8% |
| 3M | -5.0% | -1.3% | -3.8% | -4.7% |
| 6M | -1.7% | +2.6% | -4.3% | -3.9% |
| YTD | -3.1% | +19.4% | -22.5% | -13.7% |
| 1Y | -4.3% | -2.2% | -2.1% | -5.9% |
| 3Y | -0.3% | +106.0% | -106.3% | -38.1% |
| 5Y | +0.1% | +97.7% | -97.6% | -40.2% |
| All | +75.8% | +564.6% | -488.9% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling