-41.5%
FIS vs LYV
-0.4%
-41.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -7.9% | -1.9% | -6.0% | -7.6% |
| 30D | -8.0% | -8.2% | +0.2% | -7.0% |
| 3M | +0.6% | -1.3% | +1.9% | +1.1% |
| 6M | -22.2% | +2.6% | -24.8% | -22.3% |
| YTD | -40.8% | +19.4% | -60.2% | -40.9% |
| 1Y | -41.5% | -2.2% | -39.3% | -39.7% |
| All | -41.5% | -0.4% | -41.1% | -39.7% |
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 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