+1,466.7%
LYV vs FE
+131.8%
+1,334.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -5.3% | -0.2% | -5.2% | -5.3% |
| 30D | -7.9% | -1.2% | -6.8% | -7.5% |
| 3M | +4.5% | +1.7% | +2.9% | +3.6% |
| 6M | +2.5% | -7.5% | +10.0% | +5.7% |
| YTD | +19.3% | +6.3% | +13.0% | +15.7% |
| 1Y | -0.2% | +10.9% | -11.0% | -5.0% |
| 3Y | +110.0% | +46.9% | +63.1% | +73.3% |
| 5Y | +96.8% | +47.6% | +49.2% | +59.2% |
| 10Y | +559.9% | +114.5% | +445.4% | +318.2% |
| All | +1,466.7% | +131.8% | +1,334.9% | +1,018.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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