+90.9%
LYV vs MGY
+88.8%
+2.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -1.9% | +3.5% | -5.5% | -2.6% |
| 30D | -8.2% | +5.3% | -13.5% | -9.2% |
| 3M | -1.3% | +2.6% | -3.9% | -2.2% |
| 6M | +2.6% | -3.3% | +5.9% | +2.2% |
| YTD | +19.4% | +29.2% | -9.8% | +11.2% |
| 1Y | -2.2% | +18.0% | -20.3% | -7.4% |
| 3Y | +106.0% | +30.0% | +76.0% | +87.8% |
| All | +90.9% | +88.8% | +2.2% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling