+371.5%
FISV vs LYV
+1,446.8%
-1,075.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -2.7% | -1.9% | -0.7% | -2.2% |
| 30D | 0.0% | -8.2% | +8.2% | +2.1% |
| 3M | -2.8% | -1.3% | -1.5% | -2.6% |
| 6M | -11.8% | +2.6% | -14.4% | -12.7% |
| YTD | -23.2% | +19.4% | -42.6% | -26.9% |
| 1Y | -62.0% | -2.2% | -59.7% | -62.1% |
| 3Y | -57.6% | +106.0% | -163.7% | -65.1% |
| 5Y | -53.4% | +97.7% | -151.1% | -62.4% |
| 10Y | +2.9% | +560.5% | -557.6% | -40.4% |
| All | +371.5% | +1,446.8% | -1,075.3% | +120.8% |
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