+1,468.2%
LYV vs MKC
+424.5%
+1,043.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.9% | -1.5% | -0.5% | -1.3% |
| 30D | -8.2% | -3.1% | -5.1% | -7.0% |
| 3M | -1.3% | +5.2% | -6.5% | -3.8% |
| 6M | +2.6% | -12.8% | +15.4% | +7.8% |
| YTD | +19.4% | -23.3% | +42.7% | +31.8% |
| 1Y | -2.2% | -24.1% | +21.9% | +7.9% |
| 3Y | +106.0% | -32.1% | +138.1% | +133.5% |
| 5Y | +97.7% | -32.8% | +130.5% | +115.8% |
| 10Y | +560.5% | +29.9% | +530.7% | +301.3% |
| All | +1,468.2% | +424.5% | +1,043.7% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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