+71.4%
BAX vs LYV
+1,446.2%
-1,374.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -5.4% | -4.2% | -1.3% | -4.9% |
| 30D | -12.4% | -7.2% | -5.2% | -11.5% |
| 3M | +19.1% | +1.5% | +17.6% | +18.9% |
| 6M | +38.6% | +2.7% | +35.9% | +38.0% |
| YTD | +26.7% | +19.4% | +7.4% | +23.5% |
| 1Y | +1.0% | -0.5% | +1.5% | +0.7% |
| 3Y | -33.9% | +110.1% | -144.0% | -40.5% |
| 5Y | -67.0% | +97.6% | -164.6% | -70.7% |
| 10Y | -37.5% | +560.2% | -597.7% | -54.2% |
| All | +71.4% | +1,446.2% | -1,374.8% | +13.1% |
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