+1,468.2%
LYV vs BBY
+275.8%
+1,192.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | -1.2% |
| 7D | -1.9% | +0.6% | -2.5% | -2.2% |
| 30D | -8.2% | +9.4% | -17.6% | -11.7% |
| 3M | -1.3% | +19.3% | -20.6% | -8.7% |
| 6M | +2.6% | +47.9% | -45.3% | -14.1% |
| YTD | +19.4% | +39.6% | -20.2% | +1.4% |
| 1Y | -2.2% | +22.2% | -24.4% | -13.1% |
| 3Y | +106.0% | +45.0% | +61.1% | +61.3% |
| 5Y | +97.7% | +2.6% | +95.1% | +71.2% |
| 10Y | +560.5% | +250.5% | +310.0% | +203.6% |
| All | +1,468.2% | +275.8% | +1,192.4% | +434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling