+90.9%
LYV vs MCO
+28.6%
+62.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | -1.9% | -3.8% | +1.8% | 0.0% |
| 30D | -8.2% | -0.4% | -7.8% | -8.1% |
| 3M | -1.3% | +7.7% | -9.0% | -5.5% |
| 6M | +2.6% | +7.0% | -4.4% | -1.9% |
| YTD | +19.4% | -6.4% | +25.8% | +21.6% |
| 1Y | -2.2% | -7.6% | +5.4% | 0.0% |
| 3Y | +106.0% | +43.2% | +62.8% | +57.9% |
| All | +90.9% | +28.6% | +62.3% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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