+106.0%
LYV vs MKTX
-25.3%
+131.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -8.2% | +0.7% | -8.9% | -8.2% |
| 3M | -1.3% | +40.8% | -42.1% | -3.9% |
| 6M | +2.6% | -8.0% | +10.6% | +3.8% |
| YTD | +19.4% | -8.7% | +28.1% | +20.7% |
| 1Y | -2.2% | -11.8% | +9.6% | -1.1% |
| 3Y | +106.0% | -24.0% | +130.1% | +104.0% |
| All | +106.0% | -25.3% | +131.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling