-63.2%
FLUT vs LYV
+25.0%
-88.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.9% |
| 7D | +4.2% | +6.2% | -2.0% | +2.7% |
| 30D | +8.0% | +7.3% | +0.7% | +6.2% |
| 3M | -22.1% | -0.3% | -21.8% | -22.1% |
| 6M | -21.7% | +16.2% | -37.9% | -23.5% |
| YTD | -62.0% | +28.5% | -90.5% | -64.5% |
| 1Y | -63.2% | +21.5% | -84.7% | -64.7% |
| All | -63.2% | +25.0% | -88.1% | -64.7% |
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