+1,468.2%
LYV vs RJF
+1,310.3%
+157.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -1.9% | -2.7% | +0.8% | -0.4% |
| 30D | -8.2% | -4.3% | -3.9% | -6.0% |
| 3M | -1.3% | +15.7% | -17.0% | -9.9% |
| 6M | +2.6% | +17.8% | -15.2% | -7.8% |
| YTD | +19.4% | +9.2% | +10.2% | +11.3% |
| 1Y | -2.2% | +2.8% | -5.0% | -5.9% |
| 3Y | +106.0% | +69.5% | +36.6% | +45.0% |
| 5Y | +97.7% | +105.9% | -8.3% | +20.8% |
| 10Y | +560.5% | +424.9% | +135.7% | +119.4% |
| All | +1,468.2% | +1,310.3% | +157.9% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling