+99.9%
FOXA vs LYV
+175.6%
-75.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.7% |
| 7D | +4.8% | -1.2% | +5.9% | +5.1% |
| 30D | -0.3% | -9.0% | +8.7% | +2.4% |
| 3M | +4.5% | -0.6% | +5.1% | +4.6% |
| 6M | +19.9% | +11.4% | +8.6% | +15.6% |
| YTD | -5.3% | +20.3% | -25.7% | -11.2% |
| 1Y | +18.7% | -1.3% | +20.0% | +17.6% |
| 3Y | +121.4% | +101.7% | +19.7% | +76.4% |
| 5Y | +106.6% | +93.4% | +13.2% | +59.4% |
| All | +99.9% | +175.6% | -75.7% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling