-80.8%
FIG vs LYV
+11.8%
-92.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -12.2% | -4.2% | -8.0% | -11.2% |
| 30D | -11.0% | -7.2% | -3.7% | -9.2% |
| 3M | +11.9% | +1.5% | +10.3% | +12.4% |
| 6M | -21.9% | +2.7% | -24.7% | -22.3% |
| YTD | -40.8% | +19.4% | -60.1% | -41.9% |
| 1Y | -56.6% | -0.5% | -56.2% | -65.3% |
| All | -80.8% | +11.8% | -92.6% | -79.3% |
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 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