+6,770.4%
MELI vs LYV
+792.2%
+5,978.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.1% | -1.9% | -2.2% | -3.3% |
| 30D | +3.8% | -8.2% | +12.0% | +7.7% |
| 3M | +17.8% | -1.3% | +19.1% | +18.3% |
| 6M | +7.4% | +2.6% | +4.8% | +5.7% |
| YTD | -5.8% | +19.4% | -25.2% | -13.6% |
| 1Y | -18.9% | -2.2% | -16.6% | -19.5% |
| 3Y | +33.3% | +106.0% | -72.7% | -6.7% |
| 5Y | +2.7% | +97.7% | -95.0% | -26.0% |
| 10Y | +962.9% | +560.5% | +402.4% | +305.8% |
| All | +6,770.4% | +792.2% | +5,978.2% | +1,972.1% |
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 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