+644.3%
RCL vs LYV
+1,445.4%
-801.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -2.2% | -5.3% | +3.1% | +0.9% |
| 30D | -15.7% | -7.9% | -7.7% | -11.7% |
| 3M | -8.0% | +4.5% | -12.5% | -10.6% |
| 6M | -10.1% | +2.5% | -12.7% | -12.0% |
| YTD | -5.9% | +19.3% | -25.2% | -15.8% |
| 1Y | -23.5% | -0.2% | -23.3% | -24.9% |
| 3Y | +174.4% | +110.0% | +64.4% | +75.6% |
| 5Y | +227.1% | +96.8% | +130.3% | +117.3% |
| 10Y | +342.5% | +559.9% | -217.4% | +74.2% |
| All | +644.3% | +1,445.4% | -801.0% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling