+2,303.0%
FIX vs LYV
+93.4%
+2,209.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.2% | +6.3% |
| 7D | +5.0% | -1.9% | +6.9% | +5.7% |
| 30D | -2.7% | -8.2% | +5.5% | +0.1% |
| 3M | -8.2% | -1.3% | -7.0% | -8.5% |
| 6M | +20.3% | +2.6% | +17.6% | +17.8% |
| YTD | +81.4% | +19.4% | +62.0% | +67.8% |
| 1Y | +121.5% | -2.2% | +123.7% | +119.5% |
| 3Y | +807.4% | +106.0% | +701.4% | +590.3% |
| All | +2,303.0% | +93.4% | +2,209.7% | +1,676.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling