+40.3%
BP vs LYV
+109.4%
-69.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -1.9% | +7.2% | +5.4% |
| 30D | +8.7% | -8.2% | +16.9% | +9.6% |
| 3M | +9.3% | -1.3% | +10.6% | +9.2% |
| 6M | +13.6% | +2.6% | +11.0% | +12.7% |
| YTD | +37.7% | +19.4% | +18.3% | +33.0% |
| 1Y | +40.6% | -2.2% | +42.9% | +40.2% |
| 3Y | +40.3% | +106.0% | -65.7% | +25.7% |
| All | +40.3% | +109.4% | -69.0% | +25.7% |
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