-26.4%
BA vs LYV
+57.8%
-84.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -1.1% | +1.8% | -2.9% | -1.9% |
| 30D | -7.1% | +5.7% | -12.8% | -9.3% |
| 3M | -25.5% | -4.1% | -21.5% | -24.4% |
| 6M | -28.7% | +5.9% | -34.7% | -30.7% |
| YTD | -21.0% | +25.2% | -46.2% | -29.5% |
| 1Y | -11.9% | +30.4% | -42.3% | -23.0% |
| 3Y | -16.2% | +103.6% | -119.8% | -42.6% |
| All | -26.4% | +57.8% | -84.2% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling