+907.8%
BX vs LYV
+640.4%
+267.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.5% |
| 7D | -5.6% | -1.9% | -3.7% | -4.8% |
| 30D | -12.2% | -8.2% | -4.0% | -9.1% |
| 3M | +7.4% | -1.3% | +8.7% | +7.7% |
| 6M | +22.2% | +2.6% | +19.6% | +20.0% |
| YTD | -14.0% | +19.4% | -33.4% | -21.0% |
| 1Y | -27.3% | -2.2% | -25.0% | -27.9% |
| 3Y | +24.5% | +106.0% | -81.5% | -9.6% |
| 5Y | +18.9% | +97.7% | -78.8% | -14.1% |
| 10Y | +665.4% | +560.5% | +104.9% | +205.5% |
| All | +907.8% | +640.4% | +267.4% | +177.1% |
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