+824.2%
LYV vs RNG
+301.7%
+522.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.9% | -6.1% | +4.2% | -0.8% |
| 30D | -8.2% | +9.6% | -17.8% | -9.8% |
| 3M | -1.3% | +83.3% | -84.6% | -12.4% |
| 6M | +2.6% | +77.9% | -75.3% | -9.6% |
| YTD | +19.4% | +139.9% | -120.5% | -2.1% |
| 1Y | -2.2% | +121.7% | -123.9% | -19.0% |
| 3Y | +106.0% | +121.9% | -15.8% | +64.1% |
| 5Y | +97.7% | -68.4% | +166.0% | +107.0% |
| 10Y | +560.5% | +220.0% | +340.5% | +286.9% |
| All | +824.2% | +301.7% | +522.5% | +406.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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