+6.1%
MSCI vs LYV
+109.3%
-103.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | -4.7% | -4.2% | -0.5% | -3.8% |
| 30D | -2.2% | -7.2% | +5.1% | -0.6% |
| 3M | -9.7% | +1.5% | -11.2% | -10.1% |
| 6M | +0.3% | +2.7% | -2.5% | -0.7% |
| YTD | -3.5% | +19.4% | -22.8% | -8.2% |
| 1Y | -1.4% | -0.5% | -0.9% | -1.6% |
| All | +6.1% | +109.3% | -103.2% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling