+98.7%
BKR vs LYV
+1,446.8%
-1,348.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -7.0% | -1.9% | -5.1% | -6.4% |
| 30D | -8.1% | -8.2% | +0.1% | -5.5% |
| 3M | -6.6% | -1.3% | -5.4% | -6.5% |
| 6M | +0.9% | +2.6% | -1.7% | -0.9% |
| YTD | +31.1% | +19.4% | +11.7% | +21.8% |
| 1Y | +27.7% | -2.2% | +30.0% | +26.2% |
| 3Y | +71.2% | +106.0% | -34.8% | +29.1% |
| 5Y | +177.6% | +97.7% | +80.0% | +100.4% |
| 10Y | +122.7% | +560.5% | -437.9% | +2.5% |
| All | +98.7% | +1,446.8% | -1,348.2% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling