+15.0%
FCX vs LYV
+4.2%
+10.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.6% | -6.6% |
| 7D | -1.9% | -4.2% | +2.3% | -0.7% |
| 30D | +3.4% | -7.2% | +10.6% | +5.4% |
| 3M | +15.0% | +1.5% | +13.4% | +10.2% |
| All | +15.0% | +4.2% | +10.8% | +10.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling