+104.5%
FTNT vs LYV
+6.6%
+97.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -5.8% | -4.5% | -1.4% | -5.4% |
| 30D | -4.8% | -5.5% | +0.7% | -4.3% |
| 3M | +4.4% | +7.8% | -3.3% | +3.1% |
| 6M | +88.8% | +9.4% | +79.4% | +84.9% |
| YTD | +96.8% | +21.8% | +75.1% | +88.9% |
| 1Y | +104.5% | +6.5% | +98.0% | +98.5% |
| All | +104.5% | +6.6% | +97.8% | +98.5% |
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