+1,254.3%
MO vs LYV
+1,446.8%
-192.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.1% | -1.9% | +2.1% | +0.4% |
| 30D | +7.1% | -8.2% | +15.3% | +8.2% |
| 3M | -2.0% | -1.3% | -0.7% | -1.9% |
| 6M | +7.3% | +2.6% | +4.7% | +6.7% |
| YTD | +23.5% | +19.4% | +4.1% | +20.3% |
| 1Y | +11.0% | -2.2% | +13.2% | +10.6% |
| 3Y | +95.0% | +106.0% | -11.0% | +75.4% |
| 5Y | +100.6% | +97.7% | +3.0% | +77.2% |
| 10Y | +114.5% | +560.5% | -446.0% | +58.3% |
| All | +1,254.3% | +1,446.8% | -192.6% | +791.9% |
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