+1,467.6%
LYV vs RRC
+67.9%
+1,399.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -4.2% | -1.2% | -3.0% | -3.9% |
| 30D | -7.2% | +3.0% | -10.2% | -7.9% |
| 3M | +1.5% | +7.3% | -5.7% | -0.4% |
| 6M | +2.7% | +3.6% | -0.8% | +1.1% |
| YTD | +19.4% | +19.4% | 0.0% | +13.4% |
| 1Y | -0.5% | +21.4% | -21.9% | -6.3% |
| 3Y | +110.1% | +32.8% | +77.4% | +89.3% |
| 5Y | +97.6% | +152.0% | -54.4% | +42.0% |
| 10Y | +560.2% | +5.9% | +554.4% | +394.8% |
| All | +1,467.6% | +67.9% | +1,399.7% | +875.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling