The life history calendar is a data-collection tool for obtaining reliable retrospective data about life events. To illustrate the analysis of such data, we compare the model-based probabilistic event history analysis and the model-free data mining method, sequence analysis. In event history analysis, we estimate instead of transition hazards the cumulative prediction probabilities of life events in the entire trajectory. In sequence analysis, we compare several dissimilarity metrics and contrast data-driven and user-defined substitution costs. As an example, we study young adults' transition to adulthood as a sequence of events in three life domains. The events define the multistate event history model and the parallel life domains in multidimensional sequence analysis. The relationship between life trajectories and excess depressive symptoms in middle age is further studied by their joint prediction in the multistate model and by regressing the symptom scores on individual-specific cluster indices. The two approaches complement each other in life course analysis; sequence analysis can effectively find typical and atypical life patterns while event history analysis is needed for causal inquiries.