+106.0%
LYV vs BBWI
-45.3%
+151.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.9% |
| 7D | -1.9% | -4.8% | +2.9% | -1.3% |
| 30D | -8.2% | +3.5% | -11.7% | -9.0% |
| 3M | -1.3% | -0.3% | -1.0% | -1.9% |
| 6M | +2.6% | -5.4% | +8.0% | +2.1% |
| YTD | +19.4% | -4.7% | +24.1% | +18.2% |
| 1Y | -2.2% | -30.5% | +28.2% | +1.8% |
| 3Y | +106.0% | -44.3% | +150.4% | +116.0% |
| All | +106.0% | -45.3% | +151.3% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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