+2,558.8%
MSFT vs LYV
+1,446.2%
+1,112.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.5% | -4.2% | +0.7% | -2.6% |
| 30D | -2.1% | -7.2% | +5.2% | -0.5% |
| 3M | +24.2% | +1.5% | +22.6% | +23.6% |
| 6M | +21.9% | +2.7% | +19.1% | +20.6% |
| YTD | +2.5% | +19.4% | -16.9% | -2.0% |
| 1Y | -0.8% | -0.5% | -0.3% | -1.6% |
| 3Y | +50.8% | +110.1% | -59.4% | +25.8% |
| 5Y | +73.5% | +97.6% | -24.1% | +44.2% |
| 10Y | +886.6% | +560.2% | +326.4% | +509.7% |
| All | +2,558.8% | +1,446.2% | +1,112.7% | +1,234.9% |
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