+131.1%
LYV vs BAM
+67.8%
+63.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.6% |
| 7D | -5.3% | -3.9% | -1.4% | -3.9% |
| 30D | -7.9% | -8.8% | +0.9% | -4.7% |
| 3M | +4.5% | +2.2% | +2.3% | +3.0% |
| 6M | +2.5% | +5.9% | -3.4% | -0.8% |
| YTD | +19.3% | -6.1% | +25.4% | +20.8% |
| 1Y | -0.2% | -11.6% | +11.4% | +3.1% |
| 3Y | +110.0% | +51.7% | +58.3% | +70.4% |
| All | +131.1% | +67.8% | +63.3% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling