+1,467.6%
LYV vs BLDR
+223.6%
+1,244.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.0% |
| 7D | -4.2% | -8.1% | +3.9% | -2.3% |
| 30D | -7.2% | -21.5% | +14.3% | -1.9% |
| 3M | +1.5% | -21.0% | +22.5% | +6.4% |
| 6M | +2.7% | -37.1% | +39.8% | +13.0% |
| YTD | +19.4% | -42.7% | +62.0% | +33.3% |
| 1Y | -0.5% | -58.0% | +57.5% | +19.0% |
| 3Y | +110.1% | -57.8% | +168.0% | +140.7% |
| 5Y | +97.6% | +10.3% | +87.3% | +75.9% |
| 10Y | +560.2% | +367.3% | +193.0% | +298.5% |
| All | +1,467.6% | +223.6% | +1,244.0% | +540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling