+106.0%
LYV vs RL
+202.0%
-95.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.9% | -3.4% | +1.5% | -1.0% |
| 30D | -8.2% | -14.4% | +6.3% | -4.4% |
| 3M | -1.3% | -13.6% | +12.3% | +2.3% |
| 6M | +2.6% | +0.6% | +2.0% | +1.3% |
| YTD | +19.4% | -3.6% | +23.0% | +19.1% |
| 1Y | -2.2% | +8.3% | -10.6% | -6.0% |
| 3Y | +106.0% | +204.8% | -98.7% | +49.4% |
| All | +106.0% | +202.0% | -95.9% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 3y: compounded portfolio wealth divided by compounded RL 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…
3y analysis · Full analysis span regression · 6 months rolling