+549.4%
LYV vs RRC
+4.9%
+544.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -1.9% | -1.8% | -0.1% | -1.6% |
| 30D | -8.2% | +2.7% | -10.9% | -8.6% |
| 3M | -1.3% | +8.8% | -10.1% | -2.8% |
| 6M | +2.6% | -1.2% | +3.8% | +2.3% |
| YTD | +19.4% | +17.6% | +1.8% | +15.5% |
| 1Y | -2.2% | +18.4% | -20.7% | -5.8% |
| 3Y | +106.0% | +33.1% | +73.0% | +92.0% |
| 5Y | +97.7% | +148.2% | -50.5% | +59.8% |
| All | +549.4% | +4.9% | +544.5% | +359.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling