+219.1%
RCL vs LYV
+93.4%
+125.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.9% | -1.9% | 0.0% | -0.6% |
| 30D | -15.5% | -8.2% | -7.3% | -10.5% |
| 3M | -9.7% | -1.3% | -8.4% | -9.3% |
| 6M | -8.7% | +2.6% | -11.3% | -11.3% |
| YTD | -5.8% | +19.4% | -25.2% | -18.4% |
| 1Y | -24.5% | -2.2% | -22.2% | -25.0% |
| 3Y | +173.9% | +106.0% | +67.9% | +53.1% |
| All | +219.1% | +93.4% | +125.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 5y: compounded portfolio wealth divided by compounded LYV 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…
5y analysis · Full analysis span regression · 6 months rolling