+96.8%
LYV vs MLM
+40.7%
+56.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | -5.3% | -2.7% | -2.6% | -4.0% |
| 30D | -7.9% | -8.3% | +0.4% | -3.7% |
| 3M | +4.5% | -12.0% | +16.5% | +10.7% |
| 6M | +2.5% | -17.6% | +20.2% | +12.3% |
| YTD | +19.3% | -18.9% | +38.2% | +30.6% |
| 1Y | -0.2% | -17.6% | +17.5% | +8.3% |
| 3Y | +110.0% | +16.8% | +93.2% | +79.7% |
| 5Y | +96.8% | +41.0% | +55.8% | +48.6% |
| All | +96.8% | +40.7% | +56.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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