+39.8%
BKNG vs LYV
+109.3%
-69.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -10.7% | -4.2% | -6.5% | -9.3% |
| 30D | -18.1% | -7.2% | -10.9% | -16.0% |
| 3M | +8.5% | +1.5% | +7.0% | +8.0% |
| 6M | -0.1% | +2.7% | -2.8% | -1.4% |
| YTD | -18.2% | +19.4% | -37.6% | -23.9% |
| 1Y | -19.9% | -0.5% | -19.4% | -19.8% |
| All | +39.8% | +109.3% | -69.5% | +2.9% |
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 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