+2.5%
LYV vs REPL
+74.1%
-71.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | -5.3% | -9.6% | +4.2% | -5.5% |
| 30D | -7.9% | +5.7% | -13.6% | -7.8% |
| 3M | +4.5% | +56.4% | -51.9% | +7.3% |
| 6M | +2.5% | +67.4% | -64.9% | +10.2% |
| All | +2.5% | +74.1% | -71.6% | +10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling