+359.7%
FDX vs LYV
+1,445.4%
-1,085.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.3% | -5.3% | +3.0% | -0.8% |
| 30D | -4.9% | -7.9% | +3.0% | -2.6% |
| 3M | -6.5% | +4.5% | -11.0% | -7.9% |
| 6M | +6.7% | +2.5% | +4.1% | +5.4% |
| YTD | +33.9% | +19.3% | +14.6% | +26.1% |
| 1Y | +72.2% | -0.2% | +72.4% | +69.9% |
| 3Y | +60.2% | +110.0% | -49.8% | +25.5% |
| 5Y | +62.9% | +96.8% | -33.9% | +25.7% |
| 10Y | +178.8% | +559.9% | -381.1% | +41.9% |
| All | +359.7% | +1,445.4% | -1,085.6% | +68.0% |
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