+17.7%
FOXA vs LYV
-1.3%
+19.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.8% |
| 7D | +4.8% | -1.2% | +5.9% | +4.9% |
| 30D | -0.3% | -9.0% | +8.7% | +0.7% |
| 3M | +4.5% | -0.6% | +5.1% | +4.9% |
| 6M | +19.9% | +11.4% | +8.6% | +19.4% |
| YTD | -5.3% | +20.3% | -25.7% | -6.5% |
| All | +17.7% | -1.3% | +19.0% | +23.9% |
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