+284.0%
FITB vs LYV
+564.6%
-280.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | -1.9% | +1.7% | +0.6% |
| 30D | -5.7% | -8.2% | +2.5% | -2.0% |
| 3M | +3.2% | -1.3% | +4.4% | +3.2% |
| 6M | +23.4% | +2.6% | +20.8% | +20.4% |
| YTD | +18.8% | +19.4% | -0.6% | +7.0% |
| 1Y | +25.0% | -2.2% | +27.2% | +23.0% |
| 3Y | +131.2% | +106.0% | +25.2% | +55.4% |
| 5Y | +70.7% | +97.7% | -27.0% | +8.8% |
| All | +284.0% | +564.6% | -280.6% | +44.5% |
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 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