+31.2%
LYV vs MULL
+2,337.2%
-2,305.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.9% | -8.4% | +6.5% | -1.6% |
| 30D | -8.2% | +9.7% | -17.9% | -8.7% |
| 3M | -1.3% | -26.8% | +25.5% | -1.7% |
| 6M | +2.6% | +220.7% | -218.1% | -7.5% |
| YTD | +19.4% | +509.0% | -489.6% | +2.4% |
| 1Y | -2.2% | +1,739.5% | -1,741.8% | -25.5% |
| All | +31.2% | +2,337.2% | -2,305.9% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling