+1,468.2%
LYV vs BRKR
+1,079.2%
+389.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.9% | -8.7% | +6.7% | +0.8% |
| 30D | -8.2% | -9.9% | +1.7% | -5.5% |
| 3M | -1.3% | -3.1% | +1.8% | -2.5% |
| 6M | +2.6% | +45.5% | -42.9% | -12.3% |
| YTD | +19.4% | +13.7% | +5.7% | +9.2% |
| 1Y | -2.2% | +67.4% | -69.7% | -22.3% |
| 3Y | +106.0% | -13.2% | +119.3% | +91.4% |
| 5Y | +97.7% | -39.5% | +137.1% | +102.2% |
| 10Y | +560.5% | +153.5% | +407.1% | +303.4% |
| All | +1,468.2% | +1,079.2% | +389.0% | +599.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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