+549.4%
LYV vs FN
+954.1%
-404.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | -1.9% | +1.8% | -3.7% | -2.3% |
| 30D | -8.2% | -27.5% | +19.3% | -2.4% |
| 3M | -1.3% | -28.8% | +27.5% | +3.8% |
| 6M | +2.6% | -20.9% | +23.5% | +3.0% |
| YTD | +19.4% | -8.9% | +28.3% | +14.0% |
| 1Y | -2.2% | +14.5% | -16.7% | -13.3% |
| 3Y | +106.0% | +172.6% | -66.6% | +30.2% |
| 5Y | +97.7% | +300.6% | -202.9% | +5.3% |
| All | +549.4% | +954.1% | -404.7% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling