+1,468.2%
LYV vs RSG
+1,273.2%
+195.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.5% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -8.2% | +4.0% | -12.1% | -10.9% |
| 3M | -1.3% | +7.4% | -8.6% | -6.9% |
| 6M | +2.6% | +0.1% | +2.5% | +1.1% |
| YTD | +19.4% | +6.0% | +13.4% | +12.3% |
| 1Y | -2.2% | -3.0% | +0.7% | -1.8% |
| 3Y | +106.0% | +56.5% | +49.5% | +38.3% |
| 5Y | +97.7% | +90.9% | +6.7% | +9.4% |
| 10Y | +560.5% | +428.7% | +131.8% | +52.3% |
| All | +1,468.2% | +1,273.2% | +195.0% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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