+106.0%
LYV vs RMD
+49.9%
+56.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.9% | -4.4% | +2.5% | -1.0% |
| 30D | -8.2% | -3.1% | -5.0% | -7.5% |
| 3M | -1.3% | +13.8% | -15.0% | -4.2% |
| 6M | +2.6% | -8.6% | +11.2% | +4.5% |
| YTD | +19.4% | -8.6% | +28.0% | +21.3% |
| 1Y | -2.2% | -19.7% | +17.4% | +2.1% |
| 3Y | +106.0% | +48.4% | +57.7% | +87.6% |
| All | +106.0% | +49.9% | +56.2% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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