-2.2%
LYV vs BLDR
-57.4%
+55.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.3% |
| 7D | -1.9% | -8.2% | +6.3% | -0.7% |
| 30D | -8.2% | -16.6% | +8.4% | -5.7% |
| 3M | -1.3% | -23.2% | +21.9% | +2.1% |
| 6M | +2.6% | -33.7% | +36.3% | +7.1% |
| YTD | +19.4% | -41.3% | +60.7% | +24.5% |
| 1Y | -2.2% | -58.8% | +56.6% | -3.9% |
| All | -2.2% | -57.4% | +55.2% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling