-2.2%
LYV vs MULL
+1,810.7%
-1,812.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.9% | -8.4% | +6.5% | -1.9% |
| 30D | -8.2% | +9.7% | -17.9% | -8.2% |
| 3M | -1.3% | -26.8% | +25.5% | -1.2% |
| 6M | +2.6% | +220.7% | -218.1% | +3.0% |
| YTD | +19.4% | +509.0% | -489.6% | +23.4% |
| 1Y | -2.2% | +1,739.5% | -1,741.8% | +12.9% |
| All | -2.2% | +1,810.7% | -1,812.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling