+1,311.2%
FERG vs LYV
+1,751.5%
-440.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | -1.9% | -0.6% | -2.4% |
| 30D | -8.9% | -8.2% | -0.7% | -8.3% |
| 3M | -2.0% | -1.3% | -0.8% | -2.0% |
| 6M | -3.2% | +2.6% | -5.8% | -3.5% |
| YTD | +1.5% | +19.4% | -17.9% | -0.2% |
| 1Y | +0.5% | -2.2% | +2.7% | +0.3% |
| 3Y | +50.4% | +106.0% | -55.6% | +41.8% |
| 5Y | +68.7% | +97.7% | -29.0% | +59.3% |
| 10Y | +351.3% | +560.5% | -209.2% | +319.5% |
| All | +1,311.2% | +1,751.5% | -440.3% | +1,188.5% |
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