+1,468.2%
LYV vs BDX
+453.9%
+1,014.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -1.9% | -3.2% | +1.2% | -0.4% |
| 30D | -8.2% | -2.5% | -5.6% | -7.0% |
| 3M | -1.3% | +21.4% | -22.7% | -10.8% |
| 6M | +2.6% | +10.4% | -7.8% | -3.3% |
| YTD | +19.4% | +18.8% | +0.6% | +7.8% |
| 1Y | -2.2% | +21.7% | -23.9% | -13.1% |
| 3Y | +106.0% | -10.0% | +116.0% | +108.2% |
| 5Y | +97.7% | -1.8% | +99.5% | +85.3% |
| 10Y | +560.5% | +58.8% | +501.8% | +280.1% |
| All | +1,468.2% | +453.9% | +1,014.3% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling