-22.6%
FPS vs LYV
+29.6%
-52.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.4% | -19.7% | -18.0% |
| 7D | -23.3% | +6.2% | -29.5% | -25.0% |
| 30D | -42.4% | +7.3% | -49.7% | -43.9% |
| 3M | -43.0% | -0.3% | -42.8% | -42.7% |
| 6M | -44.5% | +16.2% | -60.7% | -49.8% |
| All | -22.6% | +29.6% | -52.3% | -33.5% |
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