+604.3%
MTUM vs LYV
+1,299.3%
-694.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +0.7% | -1.9% | +2.6% | +1.2% |
| 30D | -2.4% | -8.2% | +5.7% | -0.4% |
| 3M | -3.6% | -1.3% | -2.4% | -3.7% |
| 6M | +23.7% | +2.6% | +21.1% | +22.2% |
| YTD | +22.9% | +19.4% | +3.5% | +16.5% |
| 1Y | +21.8% | -2.2% | +24.0% | +21.0% |
| 3Y | +114.4% | +106.0% | +8.4% | +75.0% |
| 5Y | +79.6% | +97.7% | -18.1% | +44.0% |
| 10Y | +356.2% | +560.5% | -204.3% | +151.3% |
| All | +604.3% | +1,299.3% | -694.9% | +259.3% |
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