+549.4%
LYV vs MOD
+1,553.3%
-1,003.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -1.0% |
| 7D | -1.9% | -2.8% | +0.8% | -1.5% |
| 30D | -8.2% | -5.1% | -3.1% | -7.5% |
| 3M | -1.3% | -30.3% | +29.0% | +4.3% |
| 6M | +2.6% | -5.6% | +8.3% | +0.7% |
| YTD | +19.4% | +41.8% | -22.4% | +6.5% |
| 1Y | -2.2% | +28.9% | -31.2% | -12.4% |
| 3Y | +106.0% | +304.1% | -198.1% | +30.0% |
| 5Y | +97.7% | +1,575.2% | -1,477.6% | -17.7% |
| All | +549.4% | +1,553.3% | -1,003.8% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling