+15.2%
BABA vs LYV
+564.6%
-549.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -3.5% | -1.9% | -1.5% | -3.0% |
| 30D | -12.7% | -8.2% | -4.5% | -10.9% |
| 3M | -3.0% | -1.3% | -1.7% | -3.0% |
| 6M | -19.1% | +2.6% | -21.7% | -20.0% |
| YTD | -24.7% | +19.4% | -44.2% | -28.5% |
| 1Y | -29.0% | -2.2% | -26.8% | -29.5% |
| 3Y | +30.9% | +106.0% | -75.1% | +5.4% |
| 5Y | -30.9% | +97.7% | -128.6% | -44.8% |
| All | +15.2% | +564.6% | -549.4% | -40.0% |
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