+31.0%
F vs LYV
+6.6%
+24.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +5.3% | -4.5% | +9.8% | +6.1% |
| 30D | +4.6% | -5.5% | +10.0% | +5.6% |
| 3M | -3.7% | +7.8% | -11.4% | -5.2% |
| 6M | +16.8% | +9.4% | +7.5% | +14.9% |
| YTD | +15.3% | +21.8% | -6.5% | +12.7% |
| 1Y | +31.0% | +6.5% | +24.6% | +27.0% |
| All | +31.0% | +6.6% | +24.4% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling