+549.4%
LYV vs USFD
+307.1%
+242.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.4% |
| 7D | -1.9% | -8.4% | +6.4% | +2.3% |
| 30D | -8.2% | -14.1% | +5.9% | -1.1% |
| 3M | -1.3% | +4.5% | -5.8% | -4.1% |
| 6M | +2.6% | +4.4% | -1.8% | -0.8% |
| YTD | +19.4% | +26.6% | -7.2% | +3.4% |
| 1Y | -2.2% | +19.4% | -21.6% | -13.3% |
| 3Y | +106.0% | +144.6% | -38.5% | +23.7% |
| 5Y | +97.7% | +194.5% | -96.9% | +6.0% |
| All | +549.4% | +307.1% | +242.3% | +189.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling