+623.2%
LYV vs USFD
+325.1%
+298.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | -3.8% | -3.3% | -0.5% | -2.2% |
| 30D | -5.7% | -5.3% | -0.3% | -3.1% |
| 3M | +6.9% | +18.8% | -11.9% | -2.5% |
| 6M | +9.2% | +14.3% | -5.1% | +1.0% |
| YTD | +19.6% | +36.9% | -17.3% | -0.1% |
| 1Y | +0.6% | +31.7% | -31.1% | -14.9% |
| 3Y | +110.6% | +164.5% | -53.9% | +22.2% |
| 5Y | +96.6% | +212.6% | -116.0% | +3.0% |
| 10Y | +546.4% | +329.7% | +216.7% | +183.0% |
| All | +623.2% | +325.1% | +298.1% | +218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling