+1,468.2%
LYV vs BHP
+690.1%
+778.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.2% |
| 7D | -1.9% | -3.6% | +1.7% | -0.3% |
| 30D | -8.2% | -1.2% | -7.0% | -7.9% |
| 3M | -1.3% | +1.2% | -2.5% | -2.8% |
| 6M | +2.6% | +21.4% | -18.8% | -8.1% |
| YTD | +19.4% | +50.4% | -31.0% | -4.2% |
| 1Y | -2.2% | +67.5% | -69.8% | -26.0% |
| 3Y | +106.0% | +72.8% | +33.2% | +49.7% |
| 5Y | +97.7% | +112.6% | -14.9% | +22.8% |
| 10Y | +560.5% | +481.7% | +78.8% | +136.0% |
| All | +1,468.2% | +690.1% | +778.1% | +385.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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