+90.9%
LYV vs BLDR
+10.9%
+80.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.6% |
| 7D | -1.9% | -8.2% | +6.3% | +0.3% |
| 30D | -8.2% | -16.6% | +8.4% | -3.7% |
| 3M | -1.3% | -23.2% | +21.9% | +4.9% |
| 6M | +2.6% | -33.7% | +36.3% | +12.9% |
| YTD | +19.4% | -41.3% | +60.7% | +34.6% |
| 1Y | -2.2% | -58.8% | +56.6% | +21.7% |
| 3Y | +106.0% | -57.5% | +163.5% | +133.7% |
| All | +90.9% | +10.9% | +80.1% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling