+1,468.2%
LYV vs MLM
+769.4%
+698.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.9% |
| 7D | -1.9% | -0.9% | -1.0% | -1.4% |
| 30D | -8.2% | -6.1% | -2.1% | -4.7% |
| 3M | -1.3% | -9.7% | +8.4% | +4.0% |
| 6M | +2.6% | -14.4% | +17.0% | +11.1% |
| YTD | +19.4% | -17.7% | +37.2% | +31.4% |
| 1Y | -2.2% | -18.7% | +16.5% | +8.3% |
| 3Y | +106.0% | +18.1% | +87.9% | +77.3% |
| 5Y | +97.7% | +42.3% | +55.3% | +49.0% |
| 10Y | +560.5% | +213.6% | +346.9% | +178.3% |
| All | +1,468.2% | +769.4% | +698.8% | +320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling