+1,211.9%
MAR vs LYV
+1,446.8%
-235.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | -1.9% | +1.4% | +0.2% |
| 30D | -5.4% | -8.2% | +2.8% | -2.3% |
| 3M | -15.5% | -1.3% | -14.2% | -15.5% |
| 6M | +3.0% | +2.6% | +0.4% | +0.9% |
| YTD | +8.5% | +19.4% | -10.9% | -0.2% |
| 1Y | +26.0% | -2.2% | +28.2% | +24.2% |
| 3Y | +68.6% | +106.0% | -37.4% | +22.4% |
| 5Y | +157.4% | +97.7% | +59.7% | +84.5% |
| 10Y | +447.0% | +560.5% | -113.5% | +144.9% |
| All | +1,211.9% | +1,446.8% | -235.0% | +304.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling