+103.6%
LYV vs FGI
-16.0%
+119.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -25.2% | +24.2% | -1.0% |
| 7D | +1.8% | -14.4% | +16.2% | +1.8% |
| 30D | +5.7% | -11.8% | +17.5% | +5.7% |
| 3M | -4.1% | -46.2% | +42.2% | -4.2% |
| 6M | +5.9% | +5.2% | +0.8% | +6.2% |
| YTD | +25.2% | +10.5% | +14.7% | +26.1% |
| 1Y | +30.4% | +25.5% | +4.9% | +31.4% |
| 3Y | +103.6% | -16.0% | +119.6% | +106.8% |
| All | +103.6% | -16.0% | +119.6% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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