+0.8%
MTUM vs LYV
+26.7%
-26.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.1% | -7.2% | -8.1% |
| 7D | -16.1% | +1.9% | -18.0% | -16.3% |
| 30D | -22.8% | +5.5% | -28.3% | -23.4% |
| 3M | -19.1% | -1.2% | -17.8% | -18.9% |
| 6M | -13.7% | +15.3% | -29.0% | -16.8% |
| YTD | +0.4% | +27.2% | -26.8% | -5.1% |
| 1Y | +0.8% | +34.5% | -33.7% | -5.7% |
| All | +0.8% | +26.7% | -26.0% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling