+14.4%
FIX vs LYV
+25.0%
-10.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.4% | -17.5% | -15.4% |
| 7D | -18.9% | +6.2% | -25.1% | -19.7% |
| 30D | -36.3% | +7.3% | -43.6% | -37.0% |
| 3M | -38.5% | -0.3% | -38.2% | -38.4% |
| 6M | -42.3% | +16.2% | -58.5% | -45.0% |
| YTD | +17.1% | +28.5% | -11.4% | +10.4% |
| 1Y | +14.4% | +21.5% | -7.1% | +6.7% |
| All | +14.4% | +25.0% | -10.6% | +6.7% |
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