+90.9%
LYV vs FHN
+88.4%
+2.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.9% | -1.2% | -0.7% | -1.7% |
| 30D | -8.2% | -4.8% | -3.4% | -7.2% |
| 3M | -1.3% | -0.7% | -0.5% | -1.2% |
| 6M | +2.6% | +10.6% | -8.0% | +0.2% |
| YTD | +19.4% | +4.6% | +14.8% | +17.7% |
| 1Y | -2.2% | +11.4% | -13.6% | -5.4% |
| 3Y | +106.0% | +132.3% | -26.2% | +72.5% |
| All | +90.9% | +88.4% | +2.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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