+90.9%
LYV vs REPL
-59.3%
+150.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.1% |
| 7D | -1.9% | -14.1% | +12.2% | -1.6% |
| 30D | -8.2% | -15.2% | +7.0% | -7.9% |
| 3M | -1.3% | +49.9% | -51.1% | -2.9% |
| 6M | +2.6% | +63.5% | -60.9% | -2.3% |
| YTD | +19.4% | +32.9% | -13.5% | +14.5% |
| 1Y | -2.2% | +115.0% | -117.2% | -10.2% |
| 3Y | +106.0% | -34.7% | +140.8% | +89.7% |
| All | +90.9% | -59.3% | +150.2% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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