+620.6%
MSCI vs LYV
+564.6%
+56.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -3.2% | -1.9% | -1.3% | -2.7% |
| 30D | -1.1% | -8.2% | +7.1% | +1.2% |
| 3M | -6.3% | -1.3% | -5.1% | -6.1% |
| 6M | +2.1% | +2.6% | -0.5% | +0.7% |
| YTD | -2.3% | +19.4% | -21.7% | -8.1% |
| 1Y | -3.9% | -2.2% | -1.7% | -4.5% |
| 3Y | +7.5% | +106.0% | -98.6% | -15.9% |
| 5Y | -9.8% | +97.7% | -107.4% | -29.8% |
| All | +620.6% | +564.6% | +56.0% | +262.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling