+642.4%
LYV vs BR
+1,278.7%
-636.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -1.9% | -3.0% | +1.0% | 0.0% |
| 30D | -8.2% | -0.3% | -7.9% | -8.2% |
| 3M | -1.3% | +17.3% | -18.6% | -11.8% |
| 6M | +2.6% | -6.7% | +9.3% | +5.4% |
| YTD | +19.4% | -23.4% | +42.8% | +38.2% |
| 1Y | -2.2% | -32.7% | +30.4% | +23.4% |
| 3Y | +106.0% | -5.9% | +112.0% | +103.9% |
| 5Y | +97.7% | +8.4% | +89.2% | +73.4% |
| 10Y | +560.5% | +189.2% | +371.3% | +172.6% |
| All | +642.4% | +1,278.7% | -636.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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