+1,468.2%
LYV vs RRX
+516.5%
+951.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.6% | -2.0% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -8.2% | -6.1% | -2.1% | -5.3% |
| 3M | -1.3% | -23.1% | +21.8% | +9.9% |
| 6M | +2.6% | -19.5% | +22.1% | +8.5% |
| YTD | +19.4% | +16.1% | +3.3% | -0.2% |
| 1Y | -2.2% | +12.9% | -15.2% | -18.8% |
| 3Y | +106.0% | +7.9% | +98.1% | +56.2% |
| 5Y | +97.7% | +19.1% | +78.6% | +32.5% |
| 10Y | +560.5% | +225.8% | +334.7% | +96.8% |
| All | +1,468.2% | +516.5% | +951.7% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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