+528.7%
FAST vs LYV
+564.6%
-35.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.6% | -1.9% | +1.4% | -0.2% |
| 30D | -5.6% | -8.2% | +2.6% | -3.9% |
| 3M | +6.9% | -1.3% | +8.2% | +7.0% |
| 6M | +7.0% | +2.6% | +4.4% | +5.9% |
| YTD | +24.9% | +19.4% | +5.5% | +19.3% |
| 1Y | +6.5% | -2.2% | +8.7% | +5.9% |
| 3Y | +94.1% | +106.0% | -11.9% | +62.3% |
| 5Y | +107.7% | +97.7% | +10.0% | +69.6% |
| All | +528.7% | +564.6% | -35.9% | +260.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling