+25.0%
FLEX vs LYV
+25.0%
0.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.4% | -14.7% | -13.1% |
| 7D | -17.0% | +6.2% | -23.2% | -18.8% |
| 30D | -33.8% | +7.3% | -41.2% | -35.5% |
| 3M | -39.0% | -0.3% | -38.8% | -39.1% |
| 6M | -15.9% | +16.2% | -32.1% | -22.2% |
| YTD | +27.8% | +28.5% | -0.7% | +18.2% |
| 1Y | +25.0% | +21.5% | +3.5% | +14.3% |
| All | +25.0% | +25.0% | 0.0% | +14.3% |
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