-52.2%
RDDT vs LYV
+26.7%
-79.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.1% | -6.9% | -7.2% |
| 7D | -27.6% | +1.9% | -29.5% | -28.4% |
| 30D | -37.0% | +5.5% | -42.5% | -39.1% |
| 3M | -39.6% | -1.2% | -38.3% | -38.9% |
| 6M | -45.3% | +15.3% | -60.6% | -47.3% |
| YTD | -59.2% | +27.2% | -86.4% | -61.9% |
| 1Y | -52.2% | +34.5% | -86.7% | -56.2% |
| All | -52.2% | +26.7% | -79.0% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling