-16.2%
BA vs LYV
+103.7%
-119.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -1.1% | +1.8% | -2.9% | -1.7% |
| 30D | -7.1% | +5.7% | -12.8% | -8.8% |
| 3M | -25.5% | -4.1% | -21.5% | -24.6% |
| 6M | -28.7% | +5.9% | -34.7% | -30.2% |
| YTD | -21.0% | +25.2% | -46.2% | -27.4% |
| 1Y | -11.9% | +30.4% | -42.3% | -20.3% |
| 3Y | -16.2% | +103.6% | -119.8% | -33.4% |
| All | -16.2% | +103.7% | -119.8% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling