+1,308.2%
MU vs LYV
+109.4%
+1,198.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -4.1% | -1.9% | -2.1% | -3.3% |
| 30D | +7.0% | -8.2% | +15.2% | +10.8% |
| 3M | -2.1% | -1.3% | -0.8% | -2.1% |
| 6M | +133.1% | +2.6% | +130.5% | +128.4% |
| YTD | +241.9% | +19.4% | +222.5% | +211.4% |
| 1Y | +548.8% | -2.2% | +551.0% | +555.0% |
| 3Y | +1,308.2% | +106.0% | +1,202.2% | +867.2% |
| All | +1,308.2% | +109.4% | +1,198.8% | +867.2% |
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