-10.6%
BITO vs LYV
+71.0%
-81.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | -1.9% | -1.5% | -2.6% |
| 30D | +21.4% | -8.2% | +29.6% | +25.8% |
| 3M | +20.5% | -1.3% | +21.8% | +20.6% |
| 6M | +7.4% | +2.6% | +4.8% | +5.1% |
| YTD | -13.9% | +19.4% | -33.3% | -21.5% |
| 1Y | -35.1% | -2.2% | -32.8% | -35.6% |
| 3Y | +156.8% | +106.0% | +50.8% | +74.5% |
| All | -10.6% | +71.0% | -81.6% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling