+90.9%
LYV vs RIO
+91.0%
-0.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -1.9% | -3.2% | +1.3% | -1.0% |
| 30D | -8.2% | +0.9% | -9.1% | -8.5% |
| 3M | -1.3% | -1.4% | +0.2% | -1.1% |
| 6M | +2.6% | +10.9% | -8.3% | -1.0% |
| YTD | +19.4% | +31.2% | -11.8% | +9.2% |
| 1Y | -2.2% | +67.9% | -70.2% | -17.1% |
| 3Y | +106.0% | +88.8% | +17.2% | +66.7% |
| All | +90.9% | +91.0% | -0.1% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling