+479.8%
FLEX vs LYV
+109.4%
+370.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | +5.7% | -1.9% | +7.7% | +6.7% |
| 30D | -7.0% | -8.2% | +1.2% | -3.3% |
| 3M | -23.8% | -1.3% | -22.6% | -24.3% |
| 6M | +82.6% | +2.6% | +80.0% | +77.7% |
| YTD | +91.6% | +19.4% | +72.2% | +73.4% |
| 1Y | +100.6% | -2.2% | +102.8% | +100.0% |
| 3Y | +479.8% | +106.0% | +373.7% | +277.9% |
| All | +479.8% | +109.4% | +370.4% | +277.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling