+1,468.2%
LYV vs BB
-63.2%
+1,531.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -1.3% | -17.4% | +16.2% | +1.1% |
| 6M | +2.6% | +119.1% | -116.5% | -17.0% |
| YTD | +19.4% | +102.4% | -83.0% | -1.7% |
| 1Y | -2.2% | +98.2% | -100.4% | -20.0% |
| 3Y | +106.0% | +46.9% | +59.1% | +68.5% |
| 5Y | +97.7% | -26.4% | +124.1% | +81.1% |
| 10Y | +560.5% | +1.3% | +559.2% | +331.0% |
| All | +1,468.2% | -63.2% | +1,531.4% | +1,840.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling