+1,468.2%
LYV vs MCO
+869.6%
+598.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.9% |
| 7D | -1.9% | -3.8% | +1.8% | +0.2% |
| 30D | -8.2% | -0.4% | -7.8% | -8.1% |
| 3M | -1.3% | +7.7% | -9.0% | -6.0% |
| 6M | +2.6% | +7.0% | -4.4% | -2.4% |
| YTD | +19.4% | -6.4% | +25.8% | +21.1% |
| 1Y | -2.2% | -7.6% | +5.4% | -0.5% |
| 3Y | +106.0% | +43.2% | +62.8% | +59.7% |
| 5Y | +97.7% | +29.6% | +68.1% | +59.7% |
| 10Y | +560.5% | +389.2% | +171.3% | +137.3% |
| All | +1,468.2% | +869.6% | +598.6% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling