+57.4%
MAR vs LYV
+25.0%
+32.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.8% |
| 7D | +7.7% | +6.2% | +1.5% | +7.1% |
| 30D | +19.4% | +7.3% | +12.1% | +18.6% |
| 3M | +23.3% | -0.3% | +23.6% | +23.1% |
| 6M | +22.8% | +16.2% | +6.6% | +20.7% |
| YTD | +37.8% | +28.5% | +9.2% | +35.6% |
| 1Y | +57.4% | +21.5% | +35.9% | +55.0% |
| All | +57.4% | +25.0% | +32.4% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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