-27.3%
BX vs LYV
-0.4%
-26.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | -5.6% | -1.9% | -3.7% | -5.2% |
| 30D | -12.2% | -8.2% | -4.0% | -10.5% |
| 3M | +7.4% | -1.3% | +8.7% | +7.6% |
| 6M | +22.2% | +2.6% | +19.6% | +20.8% |
| YTD | -14.0% | +19.4% | -33.4% | -17.5% |
| 1Y | -27.3% | -2.2% | -25.0% | -30.9% |
| All | -27.3% | -0.4% | -26.9% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling