+288.5%
MET vs LYV
+1,446.8%
-1,158.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -0.5% | -1.9% | +1.4% | +0.3% |
| 30D | +0.5% | -8.2% | +8.7% | +4.1% |
| 3M | +11.6% | -1.3% | +12.9% | +11.8% |
| 6M | +40.8% | +2.6% | +38.2% | +38.0% |
| YTD | +25.7% | +19.4% | +6.3% | +14.9% |
| 1Y | +24.4% | -2.2% | +26.6% | +22.9% |
| 3Y | +67.5% | +106.0% | -38.6% | +18.6% |
| 5Y | +85.8% | +97.7% | -11.9% | +24.4% |
| 10Y | +246.8% | +560.5% | -313.8% | +22.8% |
| All | +288.5% | +1,446.8% | -1,158.3% | -18.3% |
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