+90.9%
LYV vs RBA
+39.4%
+51.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -1.1% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -8.2% | -2.9% | -5.3% | -7.5% |
| 3M | -1.3% | -20.9% | +19.6% | +5.2% |
| 6M | +2.6% | -17.7% | +20.3% | +7.6% |
| YTD | +19.4% | -18.2% | +37.6% | +24.3% |
| 1Y | -2.2% | -29.1% | +26.8% | +7.0% |
| 3Y | +106.0% | +29.5% | +76.5% | +81.9% |
| All | +90.9% | +39.4% | +51.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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