+3.7%
FISV vs LYV
+566.8%
-563.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -3.8% | -1.2% | -2.6% | -3.4% |
| 30D | -6.3% | -9.0% | +2.8% | -3.6% |
| 3M | -5.2% | -0.6% | -4.6% | -5.1% |
| 6M | -10.1% | +11.4% | -21.5% | -13.4% |
| YTD | -24.1% | +20.3% | -44.4% | -28.8% |
| 1Y | -62.0% | -1.3% | -60.7% | -62.3% |
| 3Y | -58.3% | +101.7% | -160.0% | -66.9% |
| 5Y | -52.5% | +93.4% | -145.9% | -63.5% |
| 10Y | +3.7% | +556.8% | -553.1% | -47.2% |
| All | +3.7% | +566.8% | -563.1% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling