+7,353.9%
MU vs LYV
+1,445.4%
+5,908.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.9% |
| 7D | +7.5% | -5.3% | +12.8% | +10.1% |
| 30D | +19.4% | -7.9% | +27.3% | +23.6% |
| 3M | +9.8% | +4.5% | +5.3% | +7.2% |
| 6M | +164.1% | +2.5% | +161.6% | +159.3% |
| YTD | +260.3% | +19.3% | +241.0% | +228.9% |
| 1Y | +661.2% | -0.2% | +661.4% | +641.5% |
| 3Y | +1,380.8% | +110.0% | +1,270.8% | +929.5% |
| 5Y | +1,346.4% | +96.8% | +1,249.6% | +891.8% |
| 10Y | +6,169.9% | +559.9% | +5,610.0% | +2,165.0% |
| All | +7,353.9% | +1,445.4% | +5,908.5% | +1,569.9% |
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