+549.4%
LYV vs BBY
+252.7%
+296.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | -1.0% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -8.2% | +9.4% | -17.6% | -11.2% |
| 3M | -1.3% | +19.3% | -20.6% | -7.5% |
| 6M | +2.6% | +47.9% | -45.3% | -11.6% |
| YTD | +19.4% | +39.6% | -20.2% | +4.2% |
| 1Y | -2.2% | +22.2% | -24.4% | -11.2% |
| 3Y | +106.0% | +45.0% | +61.1% | +66.9% |
| 5Y | +97.7% | +2.6% | +95.1% | +75.2% |
| All | +549.4% | +252.7% | +296.7% | +305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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