+73.1%
BAC vs LYV
+93.4%
-20.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | -2.8% | -8.2% | +5.4% | -0.3% |
| 3M | +14.2% | -1.3% | +15.5% | +14.3% |
| 6M | +30.5% | +2.6% | +27.9% | +28.5% |
| YTD | +15.8% | +19.4% | -3.6% | +8.1% |
| 1Y | +26.2% | -2.2% | +28.4% | +25.3% |
| 3Y | +136.5% | +106.0% | +30.5% | +85.7% |
| All | +73.1% | +93.4% | -20.3% | +33.8% |
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