+106.0%
LYV vs FDS
-37.4%
+143.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | -1.9% | -14.0% | +12.1% | +0.8% |
| 30D | -8.2% | -6.2% | -2.0% | -7.2% |
| 3M | -1.3% | +10.2% | -11.4% | -3.7% |
| 6M | +2.6% | +27.4% | -24.8% | -4.2% |
| YTD | +19.4% | -9.3% | +28.7% | +23.7% |
| 1Y | -2.2% | -28.6% | +26.4% | +11.1% |
| 3Y | +106.0% | -36.8% | +142.9% | +134.4% |
| All | +106.0% | -37.4% | +143.4% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling