+2.7%
LYV vs BROS
-17.1%
+19.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.7% |
| 7D | -4.2% | -6.1% | +1.9% | -3.0% |
| 30D | -7.2% | -12.4% | +5.1% | -4.8% |
| 3M | +1.5% | -27.9% | +29.5% | +5.8% |
| 6M | +2.7% | -16.8% | +19.5% | +1.6% |
| All | +2.7% | -17.1% | +19.8% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling