+627.4%
LYV vs FTV
+83.2%
+544.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.9% | -4.0% | +2.0% | +0.5% |
| 30D | -8.2% | -11.0% | +2.8% | -1.4% |
| 3M | -1.3% | -8.4% | +7.1% | +3.4% |
| 6M | +2.6% | -2.6% | +5.2% | +2.5% |
| YTD | +19.4% | -0.6% | +20.0% | +16.1% |
| 1Y | -2.2% | +11.0% | -13.2% | -12.3% |
| 3Y | +106.0% | -6.3% | +112.4% | +102.8% |
| 5Y | +97.7% | -1.5% | +99.2% | +84.6% |
| 10Y | +560.5% | +78.8% | +481.7% | +344.2% |
| All | +627.4% | +83.2% | +544.2% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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