+1,466.7%
LYV vs RL
+720.0%
+746.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +1.4% |
| 7D | -5.3% | -0.3% | -5.1% | -5.3% |
| 30D | -7.9% | -17.5% | +9.6% | +0.9% |
| 3M | +4.5% | -14.0% | +18.5% | +11.5% |
| 6M | +2.5% | -2.0% | +4.5% | +1.3% |
| YTD | +19.3% | -4.6% | +23.9% | +19.1% |
| 1Y | -0.2% | +9.5% | -9.7% | -7.8% |
| 3Y | +110.0% | +200.5% | -90.5% | +9.2% |
| 5Y | +96.8% | +226.3% | -129.5% | -6.3% |
| 10Y | +559.9% | +304.8% | +255.1% | +145.7% |
| All | +1,466.7% | +720.0% | +746.8% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling