+90.6%
LYV vs BTSG
+389.4%
-298.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.2% |
| 7D | -1.9% | -3.3% | +1.4% | -1.4% |
| 30D | -8.2% | -1.6% | -6.6% | -8.1% |
| 3M | -1.3% | -6.9% | +5.6% | -0.6% |
| 6M | +2.6% | +42.1% | -39.5% | -4.7% |
| YTD | +19.4% | +56.8% | -37.4% | +8.7% |
| 1Y | -2.2% | +109.8% | -112.1% | -15.8% |
| All | +90.6% | +389.4% | -298.9% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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