+212.8%
RDDT vs LYV
+62.0%
+150.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | +2.1% | -1.9% | +4.1% | +3.5% |
| 30D | +2.8% | -8.2% | +11.0% | +9.0% |
| 3M | -8.9% | -1.3% | -7.7% | -6.7% |
| 6M | +15.1% | +2.6% | +12.5% | +14.6% |
| YTD | -31.4% | +19.4% | -50.8% | -38.0% |
| 1Y | -39.4% | -2.2% | -37.2% | -37.4% |
| All | +212.8% | +62.0% | +150.8% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling