+702.6%
LYV vs FIVN
+285.7%
+416.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.2% |
| 7D | -1.9% | -7.8% | +5.9% | -0.6% |
| 30D | -8.2% | -1.7% | -6.5% | -8.1% |
| 3M | -1.3% | +47.2% | -48.5% | -8.4% |
| 6M | +2.6% | +82.7% | -80.1% | -9.9% |
| YTD | +19.4% | +52.9% | -33.5% | +7.5% |
| 1Y | -2.2% | +17.5% | -19.7% | -8.2% |
| 3Y | +106.0% | -55.8% | +161.9% | +121.7% |
| 5Y | +97.7% | -82.3% | +180.0% | +136.3% |
| 10Y | +560.5% | +116.5% | +444.0% | +418.9% |
| All | +702.6% | +285.7% | +416.9% | +470.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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