+96.6%
LYV vs BURL
-13.9%
+110.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +2.0% | -0.8% |
| 7D | -3.8% | -2.6% | -1.2% | -3.2% |
| 30D | -5.7% | -30.8% | +25.1% | +3.2% |
| 3M | +6.9% | -18.7% | +25.5% | +12.0% |
| 6M | +9.2% | -16.4% | +25.6% | +13.0% |
| YTD | +19.6% | -11.6% | +31.2% | +21.6% |
| 1Y | +0.6% | -12.0% | +12.6% | +1.6% |
| 3Y | +110.6% | +63.6% | +47.0% | +71.0% |
| 5Y | +96.6% | -12.6% | +109.2% | +103.1% |
| All | +96.6% | -13.9% | +110.5% | +103.1% |
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