+21.5%
LYV vs BAM
+4.2%
+17.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +0.8% |
| 7D | +6.2% | +14.2% | -8.0% | +2.6% |
| 30D | +7.3% | +21.0% | -13.6% | +2.1% |
| 3M | -0.3% | +5.2% | -5.5% | -1.8% |
| 6M | +16.2% | +16.0% | +0.3% | +11.2% |
| YTD | +28.5% | +6.5% | +22.1% | +25.0% |
| 1Y | +21.5% | +4.4% | +17.1% | +18.2% |
| All | +21.5% | +4.2% | +17.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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