+566.2%
LYV vs RUN
-34.5%
+600.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -1.9% | -3.7% | +1.8% | -1.6% |
| 30D | -8.2% | -13.0% | +4.8% | -6.8% |
| 3M | -1.3% | -31.8% | +30.5% | +2.4% |
| 6M | +2.6% | -32.2% | +34.8% | +5.7% |
| YTD | +19.4% | -53.5% | +72.9% | +26.3% |
| 1Y | -2.2% | -46.5% | +44.3% | +0.6% |
| 3Y | +106.0% | -37.6% | +143.7% | +77.1% |
| 5Y | +97.7% | -80.9% | +178.5% | +88.6% |
| 10Y | +560.5% | +41.3% | +519.3% | +358.1% |
| All | +566.2% | -34.5% | +600.7% | +369.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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