+549.4%
LYV vs RIO
+608.6%
-59.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.2% |
| 7D | -1.9% | -3.2% | +1.3% | -0.6% |
| 30D | -8.2% | +0.9% | -9.1% | -8.7% |
| 3M | -1.3% | -1.4% | +0.2% | -1.2% |
| 6M | +2.6% | +10.9% | -8.3% | -2.7% |
| YTD | +19.4% | +31.2% | -11.8% | +4.6% |
| 1Y | -2.2% | +67.9% | -70.2% | -23.5% |
| 3Y | +106.0% | +88.8% | +17.2% | +49.9% |
| 5Y | +97.7% | +93.1% | +4.6% | +36.4% |
| All | +549.4% | +608.6% | -59.2% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling