+2,072.5%
FTNT vs LYV
+564.6%
+1,507.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -1.9% | +1.8% | +0.5% |
| 30D | -3.0% | -8.2% | +5.2% | -0.5% |
| 3M | +7.6% | -1.3% | +8.9% | +7.6% |
| 6M | +87.0% | +2.6% | +84.3% | +83.7% |
| YTD | +96.5% | +19.4% | +77.1% | +83.2% |
| 1Y | +92.9% | -2.2% | +95.2% | +91.1% |
| 3Y | +139.8% | +106.0% | +33.8% | +83.2% |
| 5Y | +151.3% | +97.7% | +53.7% | +94.3% |
| All | +2,072.5% | +564.6% | +1,507.8% | +1,006.8% |
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