+1,467.6%
LYV vs FHN
+13.4%
+1,454.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -4.2% | -0.8% | -3.4% | -3.8% |
| 30D | -7.2% | -2.6% | -4.6% | -6.2% |
| 3M | +1.5% | +0.8% | +0.7% | +1.0% |
| 6M | +2.7% | +9.2% | -6.5% | -1.4% |
| YTD | +19.4% | +5.1% | +14.2% | +15.8% |
| 1Y | -0.5% | +12.2% | -12.7% | -6.8% |
| 3Y | +110.1% | +132.4% | -22.3% | +39.4% |
| 5Y | +97.6% | +91.1% | +6.5% | +28.0% |
| 10Y | +560.2% | +128.5% | +431.7% | +261.3% |
| All | +1,467.6% | +13.4% | +1,454.2% | +810.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling