+320.8%
BA vs LYV
+1,449.5%
-1,128.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.1% |
| 7D | +2.5% | -3.8% | +6.3% | +3.8% |
| 30D | -10.1% | -5.7% | -4.5% | -8.4% |
| 3M | -2.4% | +6.9% | -9.3% | -4.7% |
| 6M | -8.8% | +9.2% | -18.0% | -11.9% |
| YTD | -2.9% | +19.6% | -22.6% | -9.4% |
| 1Y | -8.8% | +0.6% | -9.4% | -10.4% |
| 3Y | -0.3% | +110.6% | -110.8% | -24.4% |
| 5Y | -0.3% | +96.6% | -96.9% | -23.9% |
| 10Y | +72.3% | +546.4% | -474.0% | -4.4% |
| All | +320.8% | +1,449.5% | -1,128.8% | +79.5% |
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