+1,544.7%
LYV vs MLM
+775.6%
+769.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | +1.8% | -0.9% | +2.7% | +2.3% |
| 30D | +5.7% | +9.0% | -3.3% | +0.1% |
| 3M | -4.1% | -5.6% | +1.5% | -1.2% |
| 6M | +5.9% | -10.7% | +16.6% | +11.4% |
| YTD | +25.2% | -17.2% | +42.4% | +36.6% |
| 1Y | +30.4% | -14.2% | +44.6% | +39.4% |
| 3Y | +103.6% | +15.6% | +88.0% | +77.6% |
| 5Y | +58.9% | +26.2% | +32.6% | +29.0% |
| 10Y | +524.8% | +140.6% | +384.2% | +213.6% |
| All | +1,544.7% | +775.6% | +769.1% | +337.7% |
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