+6.2%
FICO vs LYV
+109.3%
-103.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -14.1% | -4.2% | -10.0% | -12.7% |
| 30D | -7.5% | -7.2% | -0.2% | -4.8% |
| 3M | -21.3% | +1.5% | -22.8% | -21.5% |
| 6M | -25.2% | +2.7% | -28.0% | -26.1% |
| YTD | -43.2% | +19.4% | -62.5% | -47.0% |
| 1Y | -37.2% | -0.5% | -36.7% | -37.3% |
| All | +6.2% | +109.3% | -103.1% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling