-56.4%
FICO vs LYV
+25.0%
-81.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -4.0% |
| 7D | +0.4% | +6.2% | -5.8% | -1.5% |
| 30D | +1.7% | +7.3% | -5.7% | -0.6% |
| 3M | -33.0% | -0.3% | -32.8% | -33.1% |
| 6M | -33.9% | +16.2% | -50.1% | -36.1% |
| YTD | -58.5% | +28.5% | -87.1% | -60.6% |
| 1Y | -56.4% | +21.5% | -77.9% | -58.3% |
| All | -56.4% | +25.0% | -81.3% | -58.3% |
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 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