+106.0%
LYV vs MSI
+70.3%
+35.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -8.2% | -0.8% | -7.4% | -8.0% |
| 3M | -1.3% | +13.9% | -15.2% | -5.7% |
| 6M | +2.6% | +1.3% | +1.3% | +1.8% |
| YTD | +19.4% | +22.3% | -2.9% | +10.5% |
| 1Y | -2.2% | -3.9% | +1.6% | -0.8% |
| 3Y | +106.0% | +69.9% | +36.2% | +50.2% |
| All | +106.0% | +70.3% | +35.7% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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