+112.1%
LYV vs BTDR
+19.6%
+92.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | -1.9% | -3.4% | +1.5% | -1.8% |
| 30D | -8.2% | +32.6% | -40.8% | -9.4% |
| 3M | -1.3% | -32.2% | +31.0% | -0.2% |
| 6M | +2.6% | +52.4% | -49.8% | -0.5% |
| YTD | +19.4% | +6.7% | +12.7% | +17.1% |
| 1Y | -2.2% | -15.2% | +13.0% | -4.1% |
| 3Y | +106.0% | +14.9% | +91.2% | +93.5% |
| 5Y | +97.7% | +20.8% | +76.9% | +81.6% |
| All | +112.1% | +19.6% | +92.5% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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