-51.1%
FIS vs LYV
+25.0%
-76.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.4% | -26.1% | -23.9% |
| 7D | -18.4% | +6.2% | -24.6% | -19.1% |
| 30D | -11.4% | +7.3% | -18.7% | -12.2% |
| 3M | -32.0% | -0.3% | -31.7% | -32.1% |
| 6M | -35.6% | +16.2% | -51.8% | -36.2% |
| YTD | -53.8% | +28.5% | -82.3% | -54.0% |
| 1Y | -51.1% | +21.5% | -72.6% | -51.5% |
| All | -51.1% | +25.0% | -76.0% | -51.5% |
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