+281.4%
FCEL vs LYV
+6.6%
+274.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.2% | +2.2% |
| 7D | -15.8% | -4.5% | -11.3% | -15.3% |
| 30D | -29.3% | -5.5% | -23.8% | -28.6% |
| 3M | -30.1% | +7.8% | -37.9% | -30.6% |
| 6M | +74.4% | +9.4% | +65.1% | +73.9% |
| YTD | +104.5% | +21.8% | +82.8% | +100.6% |
| 1Y | +281.4% | +6.5% | +274.9% | +277.9% |
| All | +281.4% | +6.6% | +274.8% | +277.9% |
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