+1,420.6%
LYV vs BTG
+373.5%
+1,047.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.9% | -3.8% | +1.8% | -1.7% |
| 30D | -8.2% | +3.6% | -11.8% | -8.4% |
| 3M | -1.3% | +32.0% | -33.3% | -3.1% |
| 6M | +2.6% | +3.4% | -0.8% | +1.9% |
| YTD | +19.4% | +20.8% | -1.4% | +17.3% |
| 1Y | -2.2% | +22.4% | -24.7% | -4.3% |
| 3Y | +106.0% | +91.7% | +14.3% | +94.8% |
| 5Y | +97.7% | +79.0% | +18.7% | +86.4% |
| 10Y | +560.5% | +152.6% | +408.0% | +492.5% |
| All | +1,420.6% | +373.5% | +1,047.0% | +863.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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