+106.0%
LYV vs BAH
-27.9%
+133.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.9% | +4.3% | -6.2% | -2.3% |
| 30D | -8.2% | -2.5% | -5.7% | -8.0% |
| 3M | -1.3% | -0.9% | -0.3% | -1.4% |
| 6M | +2.6% | +1.5% | +1.1% | +2.1% |
| YTD | +19.4% | -8.0% | +27.4% | +19.9% |
| 1Y | -2.2% | -24.7% | +22.5% | -0.5% |
| 3Y | +106.0% | -28.4% | +134.4% | +97.3% |
| All | +106.0% | -27.9% | +133.9% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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