+1,468.2%
LYV vs MDY
+549.0%
+919.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.9% |
| 7D | -1.9% | -1.9% | -0.1% | +0.3% |
| 30D | -8.2% | -4.6% | -3.5% | -2.8% |
| 3M | -1.3% | -1.2% | 0.0% | -0.1% |
| 6M | +2.6% | +9.2% | -6.6% | -8.5% |
| YTD | +19.4% | +13.1% | +6.3% | +1.6% |
| 1Y | -2.2% | +13.0% | -15.2% | -17.3% |
| 3Y | +106.0% | +49.2% | +56.8% | +20.2% |
| 5Y | +97.7% | +47.2% | +50.4% | +17.2% |
| 10Y | +560.5% | +176.0% | +384.6% | +75.1% |
| All | +1,468.2% | +549.0% | +919.2% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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