+1,467.6%
LYV vs BWA
+535.0%
+932.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -4.2% | -0.1% | -4.1% | -4.2% |
| 30D | -7.2% | -5.5% | -1.8% | -4.8% |
| 3M | +1.5% | -7.6% | +9.2% | +4.5% |
| 6M | +2.7% | +25.0% | -22.2% | -11.3% |
| YTD | +19.4% | +47.0% | -27.6% | -8.1% |
| 1Y | -0.5% | +54.0% | -54.5% | -25.9% |
| 3Y | +110.1% | +70.7% | +39.5% | +40.5% |
| 5Y | +97.6% | +86.7% | +10.9% | +20.6% |
| 10Y | +560.2% | +154.0% | +406.3% | +200.3% |
| All | +1,467.6% | +535.0% | +932.6% | +296.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling