+549.4%
LYV vs BB
+1.6%
+547.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | -8.2% | -12.5% | +4.4% | -6.1% |
| 3M | -1.3% | -17.4% | +16.2% | +0.8% |
| 6M | +2.6% | +119.1% | -116.5% | -14.9% |
| YTD | +19.4% | +102.4% | -83.0% | +0.5% |
| 1Y | -2.2% | +98.2% | -100.4% | -18.2% |
| 3Y | +106.0% | +46.9% | +59.1% | +73.2% |
| 5Y | +97.7% | -26.4% | +124.1% | +82.8% |
| All | +549.4% | +1.6% | +547.8% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling