-2.2%
LYV vs BROS
-32.8%
+30.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | -1.9% | -5.8% | +3.8% | -0.8% |
| 30D | -8.2% | -14.0% | +5.8% | -5.6% |
| 3M | -1.3% | -32.5% | +31.2% | +5.3% |
| 6M | +2.6% | -14.9% | +17.5% | +3.2% |
| YTD | +19.4% | -28.3% | +47.7% | +23.9% |
| 1Y | -2.2% | -34.0% | +31.7% | -3.1% |
| All | -2.2% | -32.8% | +30.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling