+97.6%
LYV vs USFD
+189.4%
-91.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | -4.2% | -8.0% | +3.8% | -0.2% |
| 30D | -7.2% | -13.1% | +5.9% | -0.6% |
| 3M | +1.5% | +6.5% | -5.0% | -2.5% |
| 6M | +2.7% | +5.7% | -3.0% | -1.5% |
| YTD | +19.4% | +27.5% | -8.2% | +2.0% |
| 1Y | -0.5% | +23.4% | -23.9% | -13.9% |
| 3Y | +110.1% | +146.4% | -36.3% | +17.4% |
| 5Y | +97.6% | +196.8% | -99.2% | -1.7% |
| All | +97.6% | +189.4% | -91.8% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling