+1,468.2%
LYV vs FLR
+70.8%
+1,397.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -1.9% | -3.5% | +1.6% | -0.8% |
| 30D | -8.2% | +4.2% | -12.4% | -9.7% |
| 3M | -1.3% | +8.1% | -9.3% | -5.6% |
| 6M | +2.6% | +21.5% | -18.9% | -7.0% |
| YTD | +19.4% | +36.8% | -17.4% | +3.3% |
| 1Y | -2.2% | +31.2% | -33.4% | -15.2% |
| 3Y | +106.0% | +53.9% | +52.2% | +56.9% |
| 5Y | +97.7% | +243.0% | -145.4% | +6.9% |
| 10Y | +560.5% | +18.8% | +541.7% | +292.8% |
| All | +1,468.2% | +70.8% | +1,397.4% | +603.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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