+298.8%
MXL vs LYV
+1,157.6%
-858.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +18.9% | -1.9% | +20.8% | +19.9% |
| 30D | +0.3% | -8.2% | +8.5% | +4.7% |
| 3M | -8.0% | -1.3% | -6.8% | -8.2% |
| 6M | +341.2% | +2.6% | +338.6% | +327.8% |
| YTD | +327.8% | +19.4% | +308.4% | +281.3% |
| 1Y | +364.9% | -2.2% | +367.1% | +353.9% |
| 3Y | +229.2% | +106.0% | +123.2% | +122.2% |
| 5Y | +42.8% | +97.7% | -54.9% | -3.4% |
| 10Y | +303.1% | +560.5% | -257.4% | +40.5% |
| All | +298.8% | +1,157.6% | -858.8% | -8.7% |
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 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