+90.9%
LYV vs RL
+232.4%
-141.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.9% | -3.4% | +1.5% | -0.7% |
| 30D | -8.2% | -14.4% | +6.3% | -3.0% |
| 3M | -1.3% | -13.6% | +12.3% | +3.6% |
| 6M | +2.6% | +0.6% | +2.0% | +0.8% |
| YTD | +19.4% | -3.6% | +23.0% | +18.9% |
| 1Y | -2.2% | +8.3% | -10.6% | -7.5% |
| 3Y | +106.0% | +204.8% | -98.7% | +19.7% |
| All | +90.9% | +232.4% | -141.4% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling