+109.3%
BAC vs LYV
+1,446.2%
-1,336.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -0.3% | -4.2% | +3.9% | +1.6% |
| 30D | -1.8% | -7.2% | +5.5% | +1.4% |
| 3M | +15.3% | +1.5% | +13.7% | +13.9% |
| 6M | +30.2% | +2.7% | +27.4% | +27.1% |
| YTD | +15.6% | +19.4% | -3.8% | +4.8% |
| 1Y | +27.5% | -0.5% | +27.9% | +24.5% |
| 3Y | +137.0% | +110.1% | +26.9% | +62.9% |
| 5Y | +75.6% | +97.6% | -22.0% | +15.4% |
| 10Y | +396.9% | +560.2% | -163.4% | +64.0% |
| All | +109.3% | +1,446.2% | -1,336.9% | -59.4% |
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 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