+90.9%
LYV vs BRO
+17.6%
+73.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.9% | -7.3% | +5.4% | +1.0% |
| 30D | -8.2% | -6.9% | -1.3% | -5.7% |
| 3M | -1.3% | +10.7% | -11.9% | -5.6% |
| 6M | +2.6% | -2.7% | +5.3% | +3.0% |
| YTD | +19.4% | -16.3% | +35.7% | +27.3% |
| 1Y | -2.2% | -29.1% | +26.8% | +12.3% |
| 3Y | +106.0% | -7.8% | +113.9% | +102.8% |
| All | +90.9% | +17.6% | +73.3% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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