+2,056.2%
FICO vs LYV
+1,477.3%
+578.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.2% | -14.4% | -15.9% |
| 7D | -19.2% | -4.5% | -14.7% | -17.8% |
| 30D | -14.6% | -5.5% | -9.1% | -12.8% |
| 3M | -20.1% | +7.8% | -27.9% | -22.1% |
| 6M | -36.3% | +9.4% | -45.7% | -38.6% |
| YTD | -44.9% | +21.8% | -66.6% | -48.9% |
| 1Y | -38.6% | +6.5% | -45.1% | -40.7% |
| 3Y | +4.0% | +106.4% | -102.4% | -21.4% |
| 5Y | +99.5% | +101.6% | -2.0% | +46.9% |
| 10Y | +604.7% | +540.9% | +63.7% | +220.8% |
| All | +2,056.2% | +1,477.3% | +578.9% | +518.7% |
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