+60.4%
LYV vs MLM
+28.3%
+32.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | -0.6% | -2.0% | +1.4% | +0.4% |
| 30D | +5.1% | +9.5% | -4.4% | 0.0% |
| 3M | -2.8% | -4.7% | +1.9% | -0.6% |
| 6M | +8.7% | -10.7% | +19.4% | +13.8% |
| YTD | +26.4% | -16.6% | +43.0% | +36.1% |
| 1Y | +28.2% | -15.4% | +43.6% | +37.0% |
| 3Y | +105.8% | +15.9% | +89.9% | +75.8% |
| 5Y | +60.4% | +27.1% | +33.2% | +25.5% |
| All | +60.4% | +28.3% | +32.0% | +25.5% |
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