+1,560.3%
LYV vs MLM
+781.9%
+778.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.8% |
| 7D | -0.6% | -2.0% | +1.4% | +0.6% |
| 30D | +5.1% | +9.5% | -4.4% | -0.7% |
| 3M | -2.8% | -4.7% | +1.9% | -0.4% |
| 6M | +8.7% | -10.7% | +19.4% | +14.4% |
| YTD | +26.4% | -16.6% | +43.0% | +37.3% |
| 1Y | +28.2% | -15.4% | +43.6% | +38.2% |
| 3Y | +105.8% | +15.9% | +89.9% | +79.2% |
| 5Y | +60.4% | +27.1% | +33.2% | +29.7% |
| 10Y | +530.7% | +142.3% | +388.4% | +215.2% |
| All | +1,560.3% | +781.9% | +778.3% | +339.9% |
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