+106.4%
FAST vs LYV
+95.6%
+10.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.4% | -4.2% | +3.7% | +0.4% |
| 30D | -6.4% | -7.2% | +0.8% | -5.1% |
| 3M | +7.1% | +1.5% | +5.5% | +6.5% |
| 6M | +7.0% | +2.7% | +4.3% | +5.8% |
| YTD | +24.1% | +19.4% | +4.8% | +18.6% |
| 1Y | +4.4% | -0.5% | +4.9% | +3.5% |
| 3Y | +93.2% | +110.1% | -16.9% | +61.2% |
| 5Y | +106.4% | +97.6% | +8.8% | +73.1% |
| All | +106.4% | +95.6% | +10.7% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling