+1,533.8%
LYV vs BAH
+925.2%
+608.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.8% | -1.1% |
| 7D | -4.2% | +2.4% | -6.6% | -4.8% |
| 30D | -7.2% | -2.9% | -4.3% | -6.6% |
| 3M | +1.5% | -1.3% | +2.9% | +1.3% |
| 6M | +2.7% | -0.9% | +3.6% | +1.9% |
| YTD | +19.4% | -8.2% | +27.6% | +19.8% |
| 1Y | -0.5% | -24.0% | +23.5% | +4.5% |
| 3Y | +110.1% | -28.1% | +138.2% | +114.5% |
| 5Y | +97.6% | +2.5% | +95.1% | +76.5% |
| 10Y | +560.2% | +205.5% | +354.7% | +326.1% |
| All | +1,533.8% | +925.2% | +608.6% | +634.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling