+1,467.6%
LYV vs BN
+1,078.1%
+389.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | -4.2% | -5.9% | +1.7% | -0.2% |
| 30D | -7.2% | -15.1% | +7.8% | +3.5% |
| 3M | +1.5% | -14.6% | +16.1% | +12.4% |
| 6M | +2.7% | -8.4% | +11.2% | +7.5% |
| YTD | +19.4% | -16.8% | +36.2% | +32.3% |
| 1Y | -0.5% | -14.4% | +13.9% | +7.2% |
| 3Y | +110.1% | +70.1% | +40.0% | +32.9% |
| 5Y | +97.6% | +33.5% | +64.1% | +43.8% |
| 10Y | +560.2% | +260.2% | +300.0% | +124.7% |
| All | +1,467.6% | +1,078.1% | +389.4% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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