+2,336.0%
MSCI vs LYV
+975.2%
+1,360.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -1.1% | -5.3% | +4.3% | +0.5% |
| 30D | -1.2% | -7.9% | +6.8% | +1.2% |
| 3M | -8.4% | +4.5% | -12.9% | -9.8% |
| 6M | -1.0% | +2.5% | -3.6% | -2.4% |
| YTD | -2.3% | +19.3% | -21.6% | -8.3% |
| 1Y | -1.2% | -0.2% | -1.0% | -2.6% |
| 3Y | +7.9% | +110.0% | -102.1% | -16.5% |
| 5Y | -10.1% | +96.8% | -106.8% | -30.7% |
| 10Y | +631.0% | +559.9% | +71.1% | +253.0% |
| All | +2,336.0% | +975.2% | +1,360.8% | +630.9% |
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