+92.9%
FTNT vs LYV
-0.4%
+93.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -1.9% | +1.8% | 0.0% |
| 30D | -3.0% | -8.2% | +5.2% | -2.2% |
| 3M | +7.6% | -1.3% | +8.9% | +7.3% |
| 6M | +87.0% | +2.6% | +84.3% | +84.7% |
| YTD | +96.5% | +19.4% | +77.1% | +89.4% |
| 1Y | +92.9% | -2.2% | +95.2% | +79.3% |
| All | +92.9% | -0.4% | +93.4% | +79.3% |
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