+1,003.0%
BE vs LYV
+229.5%
+773.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.6% | +6.7% |
| 7D | +9.0% | -1.9% | +11.0% | +10.3% |
| 30D | +16.3% | -8.2% | +24.5% | +22.3% |
| 3M | +10.8% | -1.3% | +12.1% | +10.0% |
| 6M | +73.2% | +2.6% | +70.6% | +66.3% |
| YTD | +217.4% | +19.4% | +198.0% | +173.3% |
| 1Y | +309.8% | -2.2% | +312.0% | +296.9% |
| 3Y | +1,726.2% | +106.0% | +1,620.1% | +931.5% |
| 5Y | +1,306.2% | +97.7% | +1,208.5% | +684.1% |
| All | +1,003.0% | +229.5% | +773.5% | +253.9% |
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 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