+629.5%
FICO vs LYV
+564.4%
+65.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -14.1% | -4.2% | -10.0% | -12.6% |
| 30D | -7.5% | -7.2% | -0.2% | -4.7% |
| 3M | -21.3% | +1.5% | -22.8% | -21.7% |
| 6M | -25.2% | +2.7% | -28.0% | -26.3% |
| YTD | -43.2% | +19.4% | -62.5% | -47.4% |
| 1Y | -37.2% | -0.5% | -36.7% | -37.9% |
| 3Y | +6.8% | +110.1% | -103.4% | -22.3% |
| 5Y | +112.8% | +97.6% | +15.2% | +51.9% |
| All | +629.5% | +564.4% | +65.1% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling