+48.0%
BAX vs LYV
+25.0%
+23.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.4% |
| 7D | +4.1% | +6.2% | -2.1% | +2.5% |
| 30D | +9.4% | +7.3% | +2.1% | +7.4% |
| 3M | -6.5% | -0.3% | -6.2% | -6.5% |
| 6M | +59.6% | +16.2% | +43.3% | +54.7% |
| YTD | +38.9% | +28.5% | +10.3% | +33.9% |
| 1Y | +48.0% | +21.5% | +26.5% | +43.9% |
| All | +48.0% | +25.0% | +23.0% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling