+5.9%
LYV vs MOD
-51.6%
+57.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +27.9% | -28.8% | +0.5% |
| 7D | +1.8% | +40.4% | -38.6% | +3.9% |
| 30D | +5.7% | -14.0% | +19.7% | +5.3% |
| 3M | -4.1% | -33.3% | +29.2% | -5.5% |
| 6M | +5.9% | -51.4% | +57.3% | +4.4% |
| All | +5.9% | -51.6% | +57.5% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling