+1,516.4%
LYV vs FN
+2,895.3%
-1,378.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.3% | +6.4% | +0.5% |
| 7D | +1.8% | +0.3% | +1.6% | +1.5% |
| 30D | +5.7% | -16.5% | +22.2% | +8.0% |
| 3M | -4.1% | -42.1% | +38.0% | +4.3% |
| 6M | +5.9% | -52.9% | +58.8% | +17.8% |
| YTD | +25.2% | -28.0% | +53.2% | +23.8% |
| 1Y | +30.4% | -18.5% | +48.9% | +24.7% |
| 3Y | +103.6% | +93.9% | +9.8% | +46.9% |
| 5Y | +58.9% | +170.5% | -111.6% | +2.3% |
| 10Y | +524.8% | +704.1% | -179.2% | +206.4% |
| All | +1,516.4% | +2,895.3% | -1,378.9% | +468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling