+549.4%
LYV vs BDX
+59.3%
+490.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.9% | -3.2% | +1.2% | -1.1% |
| 30D | -8.2% | -2.5% | -5.6% | -7.6% |
| 3M | -1.3% | +21.4% | -22.7% | -6.1% |
| 6M | +2.6% | +10.4% | -7.8% | -0.2% |
| YTD | +19.4% | +18.8% | +0.6% | +13.6% |
| 1Y | -2.2% | +21.7% | -23.9% | -7.7% |
| 3Y | +106.0% | -10.0% | +116.0% | +108.0% |
| 5Y | +97.7% | -1.8% | +99.5% | +93.7% |
| All | +549.4% | +59.3% | +490.1% | +456.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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