-2.2%
LYV vs BAM
-11.5%
+9.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -6.6% | +4.7% | -0.3% |
| 30D | -8.2% | -12.4% | +4.3% | -5.3% |
| 3M | -1.3% | +2.4% | -3.6% | -2.1% |
| 6M | +2.6% | +7.9% | -5.3% | -0.4% |
| YTD | +19.4% | -7.0% | +26.4% | +20.0% |
| 1Y | -2.2% | -13.4% | +11.2% | -2.0% |
| All | -2.2% | -11.5% | +9.2% | -2.0% |
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