+21.5%
LYV vs USFD
+49.6%
-28.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.5% | -6.0% | +1.5% |
| 7D | +6.2% | +7.8% | -1.7% | +5.2% |
| 30D | +7.3% | +16.2% | -8.8% | +5.6% |
| 3M | -0.3% | +11.0% | -11.3% | -1.6% |
| 6M | +16.2% | +20.7% | -4.5% | +14.0% |
| YTD | +28.5% | +46.0% | -17.4% | +31.3% |
| 1Y | +21.5% | +49.8% | -28.3% | +25.5% |
| All | +21.5% | +49.6% | -28.1% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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