-2.2%
LYV vs FIGR
-3.1%
+0.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | 0.0% |
| 7D | -1.9% | -3.0% | +1.1% | -1.9% |
| 30D | -8.2% | +13.7% | -21.8% | -8.1% |
| 3M | -1.3% | +23.9% | -25.1% | -1.3% |
| 6M | +2.6% | -8.4% | +11.0% | +2.3% |
| YTD | +19.4% | -14.6% | +34.0% | +20.1% |
| 1Y | -2.2% | +12.1% | -14.3% | +2.4% |
| All | -2.2% | -3.1% | +0.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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