+9.2%
LYV vs FRMI
-79.6%
+88.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.6% | -2.5% |
| 7D | -4.5% | +2.4% | -6.9% | -4.6% |
| 30D | -5.5% | -17.3% | +11.8% | -4.9% |
| 3M | +7.8% | -17.2% | +24.9% | +7.8% |
| 6M | +9.4% | -43.4% | +52.7% | +9.9% |
| YTD | +21.8% | -36.0% | +57.8% | +21.7% |
| All | +9.2% | -79.6% | +88.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling