+106.0%
LYV vs MOD
+276.8%
-170.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.5% |
| 7D | -4.2% | -3.9% | -0.2% | -3.8% |
| 30D | -7.2% | -9.6% | +2.4% | -6.3% |
| 3M | +1.5% | -30.6% | +32.1% | +5.1% |
| 6M | +2.7% | -10.9% | +13.7% | +2.0% |
| YTD | +19.4% | +34.3% | -14.9% | +11.5% |
| 1Y | -0.5% | +18.3% | -18.8% | -6.3% |
| All | +106.0% | +276.8% | -170.8% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling