+231.9%
LYV vs REPL
-19.2%
+251.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | +0.1% |
| 7D | -1.9% | -14.1% | +12.2% | -1.3% |
| 30D | -8.2% | -15.2% | +7.0% | -7.6% |
| 3M | -1.3% | +49.9% | -51.1% | -4.9% |
| 6M | +2.6% | +63.5% | -60.9% | -6.3% |
| YTD | +19.4% | +32.9% | -13.5% | +10.1% |
| 1Y | -2.2% | +115.0% | -117.2% | -15.6% |
| 3Y | +106.0% | -34.7% | +140.8% | +69.8% |
| 5Y | +97.7% | -59.7% | +157.3% | +66.7% |
| All | +231.9% | -19.2% | +251.1% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling