+316.8%
FCX vs LYV
+1,446.2%
-1,129.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.6% | -6.6% |
| 7D | -1.9% | -4.2% | +2.3% | -0.2% |
| 30D | +3.4% | -7.2% | +10.6% | +6.6% |
| 3M | +15.0% | +1.5% | +13.4% | +13.9% |
| 6M | +14.6% | +2.7% | +11.9% | +12.9% |
| YTD | +41.2% | +19.4% | +21.9% | +30.3% |
| 1Y | +60.4% | -0.5% | +60.9% | +58.4% |
| 3Y | +88.4% | +110.1% | -21.7% | +35.1% |
| 5Y | +115.0% | +97.6% | +17.5% | +50.6% |
| 10Y | +669.9% | +560.2% | +109.6% | +213.7% |
| All | +316.8% | +1,446.2% | -1,129.3% | +24.3% |
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