+9.7%
FPS vs LYV
+20.4%
-10.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +9.0% |
| 7D | +1.5% | -1.9% | +3.4% | +2.3% |
| 30D | -16.9% | -8.2% | -8.7% | -13.6% |
| 3M | -45.3% | -1.3% | -44.1% | -46.1% |
| 6M | -10.3% | +2.6% | -12.9% | -12.5% |
| All | +9.7% | +20.4% | -10.7% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling