+1,468.2%
LYV vs MTB
+302.0%
+1,166.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -8.2% | -4.8% | -3.4% | -5.6% |
| 3M | -1.3% | +6.0% | -7.2% | -4.9% |
| 6M | +2.6% | +19.6% | -17.0% | -8.1% |
| YTD | +19.4% | +21.5% | -2.1% | +5.3% |
| 1Y | -2.2% | +24.7% | -27.0% | -15.4% |
| 3Y | +106.0% | +108.6% | -2.5% | +27.8% |
| 5Y | +97.7% | +106.7% | -9.1% | +15.2% |
| 10Y | +560.5% | +172.5% | +388.0% | +193.1% |
| All | +1,468.2% | +302.0% | +1,166.2% | +429.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 all: compounded portfolio wealth divided by compounded MTB 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…
all analysis · Full analysis span regression · 6 months rolling