+3,076.9%
FTAI vs LYV
+564.6%
+2,512.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -5.2% | -1.9% | -3.3% | -4.3% |
| 30D | -17.9% | -8.2% | -9.7% | -14.7% |
| 3M | -22.7% | -1.3% | -21.5% | -22.8% |
| 6M | -28.0% | +2.6% | -30.6% | -29.1% |
| YTD | -5.0% | +19.4% | -24.4% | -13.0% |
| 1Y | +10.4% | -2.2% | +12.6% | +9.7% |
| 3Y | +425.2% | +106.0% | +319.2% | +268.6% |
| 5Y | +890.3% | +97.7% | +792.7% | +575.2% |
| All | +3,076.9% | +564.6% | +2,512.3% | +1,263.4% |
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