-2.2%
LYV vs RJF
+5.1%
-7.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.9% | -2.7% | +0.8% | -1.5% |
| 30D | -8.2% | -4.3% | -3.9% | -7.5% |
| 3M | -1.3% | +15.7% | -17.0% | -3.9% |
| 6M | +2.6% | +17.8% | -15.2% | -0.9% |
| YTD | +19.4% | +9.2% | +10.2% | +15.5% |
| 1Y | -2.2% | +2.8% | -5.0% | -4.9% |
| All | -2.2% | +5.1% | -7.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling