+106.0%
LYV vs BB
+64.9%
+41.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | -8.2% | -12.5% | +4.4% | -7.0% |
| 3M | -1.3% | -17.4% | +16.2% | -0.1% |
| 6M | +2.6% | +119.1% | -116.5% | -9.0% |
| YTD | +19.4% | +102.4% | -83.0% | +6.9% |
| 1Y | -2.2% | +98.2% | -100.4% | -12.9% |
| 3Y | +106.0% | +46.9% | +59.1% | +66.6% |
| All | +106.0% | +64.9% | +41.1% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling