+45.3%
MO vs LYV
+25.0%
+20.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.3% |
| 7D | +6.9% | +6.2% | +0.7% | +6.6% |
| 30D | +14.9% | +7.3% | +7.6% | +14.6% |
| 3M | +16.4% | -0.3% | +16.7% | +16.3% |
| 6M | +9.6% | +16.2% | -6.7% | +9.5% |
| YTD | +41.8% | +28.5% | +13.3% | +41.4% |
| 1Y | +45.3% | +21.5% | +23.8% | +45.4% |
| All | +45.3% | +25.0% | +20.4% | +45.4% |
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