+90.9%
LYV vs MOH
-19.7%
+110.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.2% |
| 7D | -1.9% | +1.7% | -3.6% | -2.1% |
| 30D | -8.2% | -0.9% | -7.3% | -8.1% |
| 3M | -1.3% | +5.7% | -7.0% | -2.0% |
| 6M | +2.6% | +39.1% | -36.5% | -1.8% |
| YTD | +19.4% | +17.7% | +1.7% | +15.6% |
| 1Y | -2.2% | +8.4% | -10.6% | -4.7% |
| 3Y | +106.0% | -36.6% | +142.6% | +106.9% |
| All | +90.9% | -19.7% | +110.6% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 5y: compounded portfolio wealth divided by compounded MOH 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…
5y analysis · Full analysis span regression · 6 months rolling