+100.6%
FLEX vs LYV
-0.4%
+101.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | +5.7% | -1.9% | +7.7% | +6.4% |
| 30D | -7.0% | -8.2% | +1.2% | -4.5% |
| 3M | -23.8% | -1.3% | -22.6% | -24.5% |
| 6M | +82.6% | +2.6% | +80.0% | +74.0% |
| YTD | +91.6% | +19.4% | +72.2% | +84.0% |
| 1Y | +100.6% | -2.2% | +102.8% | +73.9% |
| All | +100.6% | -0.4% | +101.0% | +73.9% |
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