+26.2%
MAR vs LYV
+6.6%
+19.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.3% |
| 7D | -4.2% | -4.5% | +0.3% | -3.8% |
| 30D | -6.7% | -5.5% | -1.2% | -6.3% |
| 3M | -12.5% | +7.8% | -20.2% | -13.4% |
| 6M | +0.6% | +9.4% | -8.8% | -0.9% |
| YTD | +9.1% | +21.8% | -12.6% | +7.3% |
| 1Y | +26.2% | +6.5% | +19.8% | +23.1% |
| All | +26.2% | +6.6% | +19.6% | +23.1% |
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