-38.6%
FICO vs LYV
+6.6%
-45.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.2% | -14.4% | -16.0% |
| 7D | -19.2% | -4.5% | -14.7% | -18.0% |
| 30D | -14.6% | -5.5% | -9.1% | -13.2% |
| 3M | -20.1% | +7.8% | -27.9% | -21.1% |
| 6M | -36.3% | +9.4% | -45.7% | -37.4% |
| YTD | -44.9% | +21.8% | -66.6% | -47.0% |
| 1Y | -38.6% | +6.5% | -45.1% | -40.4% |
| All | -38.6% | +6.6% | -45.2% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling