+90.9%
LYV vs FIVE
+30.8%
+60.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.3% |
| 7D | -1.9% | -3.0% | +1.1% | -1.3% |
| 30D | -8.2% | +2.7% | -10.9% | -8.9% |
| 3M | -1.3% | +21.1% | -22.4% | -6.0% |
| 6M | +2.6% | +11.9% | -9.3% | -1.1% |
| YTD | +19.4% | +29.9% | -10.5% | +11.1% |
| 1Y | -2.2% | +67.8% | -70.0% | -14.8% |
| 3Y | +106.0% | +52.8% | +53.3% | +74.9% |
| All | +90.9% | +30.8% | +60.1% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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