+90.9%
LYV vs USFR
+20.6%
+70.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | -0.1% |
| 7D | -1.9% | +0.1% | -2.1% | -2.2% |
| 30D | -8.2% | +0.4% | -8.5% | -8.8% |
| 3M | -1.3% | +1.0% | -2.3% | -3.0% |
| 6M | +2.6% | +2.0% | +0.6% | -0.6% |
| YTD | +19.4% | +2.8% | +16.6% | +14.2% |
| 1Y | -2.2% | +4.1% | -6.3% | -8.7% |
| 3Y | +106.0% | +14.1% | +91.9% | +62.3% |
| All | +90.9% | +20.6% | +70.4% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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