+107.9%
BP vs LYV
+1,446.8%
-1,339.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | -1.9% | +7.2% | +5.7% |
| 30D | +8.7% | -8.2% | +16.9% | +10.8% |
| 3M | +9.3% | -1.3% | +10.6% | +9.3% |
| 6M | +13.6% | +2.6% | +11.0% | +11.9% |
| YTD | +37.7% | +19.4% | +18.3% | +30.5% |
| 1Y | +40.6% | -2.2% | +42.9% | +39.3% |
| 3Y | +40.3% | +106.0% | -65.7% | +14.0% |
| 5Y | +141.4% | +97.7% | +43.8% | +90.5% |
| 10Y | +136.1% | +560.5% | -424.5% | +36.3% |
| All | +107.9% | +1,446.8% | -1,339.0% | -9.2% |
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