+91.7%
BKNG vs LYV
+93.3%
-1.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -10.7% | -4.2% | -6.5% | -8.9% |
| 30D | -18.1% | -7.2% | -10.9% | -15.3% |
| 3M | +8.5% | +1.5% | +7.0% | +7.7% |
| 6M | -0.1% | +2.7% | -2.8% | -2.0% |
| YTD | -18.2% | +19.4% | -37.6% | -25.6% |
| 1Y | -19.9% | -0.5% | -19.4% | -21.0% |
| 3Y | +41.6% | +110.1% | -68.5% | -5.6% |
| All | +91.7% | +93.3% | -1.6% | +34.0% |
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