-100.0%
FCEL vs LYV
+1,446.8%
-1,546.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.3% | -1.9% | +8.2% | +7.2% |
| 30D | -26.7% | -8.2% | -18.5% | -23.7% |
| 3M | -10.2% | -1.3% | -8.9% | -10.2% |
| 6M | +123.5% | +2.6% | +120.9% | +117.7% |
| YTD | +117.4% | +19.4% | +98.0% | +94.5% |
| 1Y | +146.0% | -2.2% | +148.2% | +140.5% |
| 3Y | -61.9% | +106.0% | -167.9% | -75.6% |
| 5Y | -90.5% | +97.7% | -188.2% | -93.8% |
| 10Y | -99.1% | +560.5% | -659.7% | -99.7% |
| All | -100.0% | +1,446.8% | -1,546.8% | -100.0% |
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 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