+60.3%
LYV vs FGI
-66.2%
+126.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.4% | 0.0% |
| 7D | -4.2% | +22.8% | -27.0% | -4.3% |
| 30D | -7.2% | +85.9% | -93.2% | -7.8% |
| 3M | +1.5% | +32.4% | -30.9% | +1.1% |
| 6M | +2.7% | +106.3% | -103.6% | +1.5% |
| YTD | +19.4% | +48.4% | -29.1% | +18.4% |
| 1Y | -0.5% | +116.4% | -116.8% | -2.5% |
| 3Y | +110.1% | +9.2% | +101.0% | +107.4% |
| All | +60.3% | -66.2% | +126.4% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling