+140.7%
MS vs LYV
+95.6%
+45.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.1% | -4.2% | +2.1% | -0.7% |
| 30D | -1.1% | -7.2% | +6.1% | +1.3% |
| 3M | +3.5% | +1.5% | +1.9% | +2.4% |
| 6M | +33.7% | +2.7% | +31.0% | +31.2% |
| YTD | +21.8% | +19.4% | +2.4% | +12.7% |
| 1Y | +41.1% | -0.5% | +41.6% | +38.9% |
| 3Y | +174.5% | +110.1% | +64.4% | +108.8% |
| 5Y | +140.7% | +97.6% | +43.1% | +74.9% |
| All | +140.7% | +95.6% | +45.0% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling