+1,467.6%
LYV vs RMD
+1,294.0%
+173.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -4.2% | -4.2% | 0.0% | -2.5% |
| 30D | -7.2% | -2.1% | -5.2% | -6.5% |
| 3M | +1.5% | +13.8% | -12.2% | -4.2% |
| 6M | +2.7% | -10.6% | +13.4% | +6.4% |
| YTD | +19.4% | -8.1% | +27.4% | +21.8% |
| 1Y | -0.5% | -18.0% | +17.5% | +6.1% |
| 3Y | +110.1% | +52.9% | +57.3% | +65.1% |
| 5Y | +97.6% | -22.3% | +119.8% | +101.8% |
| 10Y | +560.2% | +274.8% | +285.5% | +189.9% |
| All | +1,467.6% | +1,294.0% | +173.6% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling