+361.4%
MMM vs LYV
+1,446.8%
-1,085.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.1% | -1.9% | -0.2% | -1.7% |
| 30D | -9.8% | -8.2% | -1.7% | -8.3% |
| 3M | +4.9% | -1.3% | +6.2% | +5.0% |
| 6M | +7.3% | +2.6% | +4.7% | +6.4% |
| YTD | +4.5% | +19.4% | -14.9% | +0.2% |
| 1Y | +5.4% | -2.2% | +7.6% | +4.9% |
| 3Y | +98.6% | +106.0% | -7.5% | +68.9% |
| 5Y | +27.4% | +97.7% | -70.3% | +6.0% |
| 10Y | +55.3% | +560.5% | -505.2% | -3.8% |
| All | +361.4% | +1,446.8% | -1,085.4% | +123.8% |
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