+262.9%
F vs LYV
+1,449.5%
-1,186.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.5% | -3.6% |
| 7D | +1.2% | -3.8% | +5.0% | +2.5% |
| 30D | +1.2% | -5.7% | +6.9% | +3.3% |
| 3M | -5.7% | +6.9% | -12.5% | -8.2% |
| 6M | +17.9% | +9.2% | +8.8% | +13.6% |
| YTD | +10.4% | +19.6% | -9.2% | +2.6% |
| 1Y | +25.3% | +0.6% | +24.7% | +23.0% |
| 3Y | +37.5% | +110.6% | -73.1% | +2.2% |
| 5Y | +46.5% | +96.6% | -50.1% | +8.7% |
| 10Y | +86.4% | +546.4% | -460.0% | -13.6% |
| All | +262.9% | +1,449.5% | -1,186.6% | +13.7% |
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