+1,468.2%
LYV vs RMBS
+431.9%
+1,036.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -1.9% | +1.8% | -3.7% | -2.4% |
| 30D | -8.2% | -13.9% | +5.7% | -4.9% |
| 3M | -1.3% | -39.8% | +38.5% | +9.9% |
| 6M | +2.6% | -6.0% | +8.6% | -1.8% |
| YTD | +19.4% | -5.4% | +24.8% | +11.8% |
| 1Y | -2.2% | -1.8% | -0.4% | -11.8% |
| 3Y | +106.0% | +53.7% | +52.4% | +51.1% |
| 5Y | +97.7% | +268.5% | -170.9% | +9.9% |
| 10Y | +560.5% | +563.9% | -3.4% | +201.6% |
| All | +1,468.2% | +431.9% | +1,036.3% | +389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling