+549.4%
LYV vs BWA
+156.8%
+392.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.6% |
| 7D | -1.9% | -1.3% | -0.6% | -1.4% |
| 30D | -8.2% | -2.9% | -5.3% | -7.3% |
| 3M | -1.3% | -10.7% | +9.5% | +2.7% |
| 6M | +2.6% | +26.5% | -23.9% | -9.6% |
| YTD | +19.4% | +49.1% | -29.7% | -4.5% |
| 1Y | -2.2% | +52.1% | -54.3% | -23.1% |
| 3Y | +106.0% | +72.6% | +33.5% | +46.6% |
| 5Y | +97.7% | +89.4% | +8.3% | +29.1% |
| All | +549.4% | +156.8% | +392.7% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling