+60.4%
LYV vs BURL
-7.3%
+67.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -0.6% | +0.4% | -1.1% | -0.7% |
| 30D | +5.1% | -4.3% | +9.5% | +6.2% |
| 3M | -2.8% | -28.8% | +26.0% | +5.1% |
| 6M | +8.7% | -12.8% | +21.5% | +11.0% |
| YTD | +26.4% | -12.8% | +39.2% | +28.5% |
| 1Y | +28.2% | -12.3% | +40.5% | +29.5% |
| 3Y | +105.8% | +92.7% | +13.1% | +58.2% |
| 5Y | +60.4% | -6.5% | +66.9% | +60.6% |
| All | +60.4% | -7.3% | +67.7% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 5y: compounded portfolio wealth divided by compounded BURL 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…
5y analysis · Full analysis span regression · 6 months rolling