+14,673.7%
FIX vs LYV
+1,522.3%
+13,151.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.1% |
| 7D | +9.4% | +1.8% | +7.6% | +8.8% |
| 30D | -27.8% | +5.7% | -33.5% | -29.3% |
| 3M | -35.6% | -4.1% | -31.5% | -34.9% |
| 6M | -45.2% | +5.9% | -51.2% | -46.8% |
| YTD | +19.5% | +25.2% | -5.8% | +9.4% |
| 1Y | +24.2% | +30.4% | -6.2% | +12.1% |
| 3Y | +494.2% | +103.6% | +390.5% | +359.7% |
| 5Y | +1,036.1% | +58.9% | +977.3% | +817.8% |
| 10Y | +3,599.0% | +524.8% | +3,074.2% | +1,666.6% |
| All | +14,673.7% | +1,522.3% | +13,151.4% | +4,881.0% |
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