+1,467.6%
LYV vs FDS
+705.7%
+761.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +3.5% |
| 7D | -4.2% | -16.0% | +11.8% | +6.1% |
| 30D | -7.2% | -6.7% | -0.5% | -4.0% |
| 3M | +1.5% | +6.0% | -4.4% | -4.7% |
| 6M | +2.7% | +25.1% | -22.3% | -15.8% |
| YTD | +19.4% | -8.1% | +27.5% | +16.7% |
| 1Y | -0.5% | -26.0% | +25.5% | +10.4% |
| 3Y | +110.1% | -36.4% | +146.5% | +151.6% |
| 5Y | +97.6% | -27.7% | +125.3% | +111.5% |
| 10Y | +560.2% | +66.1% | +494.1% | +245.7% |
| All | +1,467.6% | +705.7% | +761.9% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling