-55.8%
FIG vs LYV
+6.6%
-62.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.1% | -3.5% |
| 7D | -16.3% | -4.5% | -11.8% | -14.8% |
| 30D | -14.3% | -5.5% | -8.9% | -12.5% |
| 3M | +7.2% | +7.8% | -0.6% | +5.3% |
| 6M | -18.6% | +9.4% | -28.0% | -21.0% |
| YTD | -35.5% | +21.8% | -57.2% | -39.3% |
| 1Y | -55.8% | +6.5% | -62.2% | -59.3% |
| All | -55.8% | +6.6% | -62.4% | -59.3% |
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