+1,726.2%
BE vs LYV
+109.4%
+1,616.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.6% | +6.7% |
| 7D | +9.0% | -1.9% | +11.0% | +9.7% |
| 30D | +16.3% | -8.2% | +24.5% | +19.8% |
| 3M | +10.8% | -1.3% | +12.1% | +10.2% |
| 6M | +73.2% | +2.6% | +70.6% | +69.0% |
| YTD | +217.4% | +19.4% | +198.0% | +187.5% |
| 1Y | +309.8% | -2.2% | +312.0% | +307.5% |
| 3Y | +1,726.2% | +106.0% | +1,620.1% | +1,031.3% |
| All | +1,726.2% | +109.4% | +1,616.8% | +1,031.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling