+106.0%
LYV vs RMBS
+55.3%
+50.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -1.9% | +1.8% | -3.7% | -2.1% |
| 30D | -8.2% | -13.9% | +5.7% | -6.7% |
| 3M | -1.3% | -39.8% | +38.5% | +4.1% |
| 6M | +2.6% | -6.0% | +8.6% | -0.2% |
| YTD | +19.4% | -5.4% | +24.8% | +14.5% |
| 1Y | -2.2% | -1.8% | -0.4% | -8.7% |
| 3Y | +106.0% | +53.7% | +52.4% | +64.9% |
| All | +106.0% | +55.3% | +50.7% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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