+21.5%
LYV vs MOD
-33.0%
+54.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -21.4% | +23.8% | +2.9% |
| 7D | +6.2% | -31.3% | +37.5% | +7.2% |
| 30D | +7.3% | -46.1% | +53.4% | +9.2% |
| 3M | -0.3% | -51.1% | +50.9% | +1.8% |
| 6M | +16.2% | -62.1% | +78.3% | +19.8% |
| YTD | +28.5% | -26.2% | +54.7% | +28.4% |
| 1Y | +21.5% | -32.6% | +54.1% | +21.1% |
| All | +21.5% | -33.0% | +54.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling