+391.3%
LYV vs MGY
+210.4%
+180.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.9% | +3.5% | -5.5% | -3.1% |
| 30D | -8.2% | +5.3% | -13.5% | -9.9% |
| 3M | -1.3% | +2.6% | -3.9% | -3.0% |
| 6M | +2.6% | -3.3% | +5.9% | +1.8% |
| YTD | +19.4% | +29.2% | -9.8% | +6.8% |
| 1Y | -2.2% | +18.0% | -20.3% | -10.1% |
| 3Y | +106.0% | +30.0% | +76.0% | +77.2% |
| 5Y | +97.7% | +92.7% | +5.0% | +33.3% |
| All | +391.3% | +210.4% | +180.9% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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